+378.0%
HUBB vs ALLE
+208.6%
+169.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +4.6% | +1.6% | +3.0% | +3.6% |
| 30D | -8.4% | +24.1% | -32.4% | -20.2% |
| 3M | -14.3% | +14.8% | -29.2% | -21.9% |
| 6M | -9.3% | +45.9% | -55.2% | -29.2% |
| YTD | -0.5% | +20.7% | -21.3% | -13.5% |
| 1Y | -2.1% | +14.2% | -16.3% | -11.8% |
| 3Y | +57.2% | +90.7% | -33.5% | +0.3% |
| 5Y | +127.1% | +50.6% | +76.6% | +65.3% |
| All | +378.0% | +208.6% | +169.4% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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