+7.7%
HUBB vs ALLE
-8.3%
+16.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +4.8% | +2.8% | +2.1% | +3.8% |
| 30D | -9.3% | -7.6% | -1.7% | -6.6% |
| 3M | -3.9% | +22.8% | -26.7% | -10.6% |
| 6M | -0.8% | +4.6% | -5.4% | -2.0% |
| YTD | +5.6% | -1.2% | +6.8% | +4.2% |
| 1Y | +7.7% | -9.1% | +16.9% | +9.9% |
| All | +7.7% | -8.3% | +16.0% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling