+437.0%
HUBB vs ALLY
+178.1%
+259.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -9.6% | -4.5% | -5.1% | -8.1% |
| 3M | -6.2% | -2.8% | -3.3% | -5.3% |
| 6M | -6.2% | +10.3% | -16.5% | -9.9% |
| YTD | +3.4% | -5.7% | +9.0% | +4.8% |
| 1Y | +5.3% | +3.9% | +1.4% | +2.7% |
| 3Y | +44.4% | +64.7% | -20.4% | +16.0% |
| 5Y | +152.4% | -2.6% | +155.0% | +135.0% |
| 10Y | +437.0% | +186.0% | +251.1% | +189.7% |
| All | +437.0% | +178.1% | +259.0% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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