+303.8%
HUBB vs ALC
+30.4%
+273.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.5% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | -7.7% | +16.0% | -23.7% | -13.5% |
| 3M | -13.6% | +0.8% | -14.4% | -14.4% |
| 6M | -9.1% | +16.8% | -26.0% | -15.9% |
| YTD | -0.7% | -5.5% | +4.8% | -0.3% |
| 1Y | +1.1% | -5.3% | +6.3% | +1.3% |
| 3Y | +56.2% | +4.1% | +52.1% | +45.3% |
| 5Y | +126.6% | -7.1% | +133.7% | +118.0% |
| All | +303.8% | +30.4% | +273.4% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling