+1,202.4%
HUBB vs ACM
+250.9%
+951.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +1.2% | +3.0% | -1.8% | -0.1% |
| 30D | -6.4% | +19.7% | -26.1% | -13.4% |
| 3M | -14.4% | +5.3% | -19.7% | -17.0% |
| 6M | -9.0% | -10.8% | +1.8% | -6.4% |
| YTD | +0.7% | -25.1% | +25.8% | +10.5% |
| 1Y | -0.3% | -45.8% | +45.5% | +25.3% |
| 3Y | +59.2% | -9.4% | +68.6% | +60.4% |
| 5Y | +130.2% | +4.8% | +125.4% | +116.8% |
| 10Y | +391.8% | +129.8% | +262.0% | +221.1% |
| All | +1,202.4% | +250.9% | +951.6% | +545.9% |
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