+1,183.3%
HUBB vs ACM
+252.1%
+931.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +1.8% | +5.6% | -3.9% | -0.6% |
| 30D | -7.7% | +20.8% | -28.5% | -14.9% |
| 3M | -13.6% | +11.4% | -25.0% | -18.0% |
| 6M | -9.1% | +0.9% | -10.1% | -11.0% |
| YTD | -0.7% | -24.8% | +24.1% | +8.7% |
| 1Y | +1.1% | -46.4% | +47.5% | +27.7% |
| 3Y | +56.2% | -9.2% | +65.4% | +57.2% |
| 5Y | +126.6% | +5.0% | +121.6% | +113.3% |
| 10Y | +384.6% | +130.6% | +254.0% | +215.9% |
| All | +1,183.3% | +252.1% | +931.2% | +535.5% |
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