+6.7%
HUBB vs ALC
-10.2%
+16.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | -10.0% | -0.1% | -9.9% | -10.0% |
| 3M | -4.8% | +5.9% | -10.7% | -5.2% |
| 6M | -5.6% | -15.9% | +10.4% | -3.2% |
| YTD | +4.7% | -10.1% | +14.8% | +6.8% |
| 1Y | +6.7% | -10.2% | +16.9% | +10.6% |
| All | +6.7% | -10.2% | +16.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling