-2.1%
HUBB vs ALC
-11.3%
+9.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +4.6% | -6.2% | +10.7% | +4.6% |
| 30D | -8.4% | +14.0% | -22.4% | -8.9% |
| 3M | -14.3% | -2.4% | -12.0% | -13.7% |
| 6M | -9.3% | +12.6% | -21.9% | -10.0% |
| YTD | -0.5% | -8.4% | +7.9% | +2.7% |
| 1Y | -2.1% | -9.1% | +7.0% | +1.3% |
| All | -2.1% | -11.3% | +9.2% | +1.3% |
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