+123.0%
HUBB vs ALLE
+49.9%
+73.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.0% |
| 7D | +1.7% | -0.6% | +2.2% | +1.9% |
| 30D | -9.7% | +25.3% | -35.0% | -21.0% |
| 3M | -15.2% | +10.3% | -25.4% | -20.2% |
| 6M | -14.0% | +38.0% | -52.0% | -29.5% |
| YTD | -2.4% | +17.8% | -20.2% | -12.9% |
| 1Y | -5.8% | +13.6% | -19.4% | -14.0% |
| 3Y | +60.4% | +89.2% | -28.8% | +3.7% |
| All | +123.0% | +49.9% | +73.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling