+47.5%
HUBB vs ALLY
+69.8%
-22.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +2.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.4% |
| 30D | -9.3% | -3.3% | -6.0% | -8.2% |
| 3M | -3.9% | +0.5% | -4.3% | -4.2% |
| 6M | -0.8% | +12.6% | -13.4% | -5.6% |
| YTD | +5.6% | -4.7% | +10.3% | +6.6% |
| 1Y | +7.7% | +5.2% | +2.5% | +4.6% |
| 3Y | +47.5% | +66.5% | -19.0% | +33.0% |
| All | +47.5% | +69.8% | -22.4% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling