+429.1%
HUBB vs ALLE
+340.4%
+88.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +1.2% | -0.8% | +2.0% | +1.7% |
| 30D | -6.4% | +27.4% | -33.8% | -19.3% |
| 3M | -14.4% | +13.8% | -28.2% | -21.3% |
| 6M | -9.0% | +45.5% | -54.5% | -28.1% |
| YTD | +0.7% | +21.4% | -20.7% | -12.2% |
| 1Y | -0.3% | +15.4% | -15.6% | -10.3% |
| 3Y | +59.2% | +91.7% | -32.5% | +3.8% |
| 5Y | +130.2% | +54.5% | +75.7% | +67.9% |
| 10Y | +391.8% | +210.5% | +181.2% | +145.7% |
| All | +429.1% | +340.4% | +88.7% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling