+1,253.1%
HUBB vs ACM
+230.8%
+1,022.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.5% | -3.7% | +4.3% | +2.2% |
| 30D | -10.0% | -11.1% | +1.1% | -6.2% |
| 3M | -4.8% | -8.0% | +3.2% | -2.5% |
| 6M | -5.6% | -29.7% | +24.1% | +7.8% |
| YTD | +4.7% | -29.4% | +34.0% | +18.2% |
| 1Y | +6.7% | -46.4% | +53.1% | +35.1% |
| 3Y | +45.8% | -22.3% | +68.1% | +57.3% |
| 5Y | +145.9% | +4.5% | +141.5% | +132.1% |
| 10Y | +418.6% | +127.6% | +290.9% | +241.0% |
| All | +1,253.1% | +230.8% | +1,022.3% | +590.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling