+160.8%
HUBB vs ALHC
-33.0%
+193.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -1.7% | -5.8% | +4.1% | -1.3% |
| 30D | -12.7% | -3.3% | -9.3% | -12.5% |
| 3M | -2.9% | -37.9% | +35.0% | -0.6% |
| 6M | -4.8% | -29.5% | +24.7% | -3.8% |
| YTD | +2.8% | -35.4% | +38.2% | +4.4% |
| 1Y | +3.5% | -22.4% | +26.0% | +3.9% |
| 3Y | +43.5% | +146.3% | -102.8% | +29.2% |
| 5Y | +154.2% | -32.0% | +186.2% | +140.7% |
| All | +160.8% | -33.0% | +193.8% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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