+47.5%
HUBB vs ALHC
+141.7%
-94.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +4.8% | -1.0% | +5.8% | +4.9% |
| 30D | -9.3% | -6.3% | -3.0% | -9.1% |
| 3M | -3.9% | -12.3% | +8.4% | -3.9% |
| 6M | -0.8% | -27.0% | +26.2% | -0.5% |
| YTD | +5.6% | -31.8% | +37.4% | +6.2% |
| 1Y | +7.7% | -17.0% | +24.8% | +7.9% |
| 3Y | +47.5% | +159.8% | -112.4% | +36.8% |
| All | +47.5% | +141.7% | -94.2% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling