+127.2%
HUBB vs ALHC
-63.9%
+191.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.2% |
| 7D | -2.6% | +3.8% | -6.3% | -2.8% |
| 30D | -7.7% | +1.7% | -9.3% | -7.8% |
| 3M | -13.0% | -44.3% | +31.3% | -10.3% |
| 6M | -10.6% | -57.2% | +46.6% | -7.0% |
| YTD | -0.6% | -61.2% | +60.6% | +3.8% |
| 1Y | -4.1% | -53.2% | +49.0% | -1.3% |
| 3Y | +57.2% | +27.8% | +29.3% | +46.0% |
| 5Y | +127.2% | -65.4% | +192.5% | +134.4% |
| All | +127.2% | -63.9% | +191.0% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling