+415.5%
HUBB vs ALLY
+124.8%
+290.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | +3.7% | -3.1% | -0.8% |
| 30D | -10.0% | -2.3% | -7.8% | -9.3% |
| 3M | -4.8% | +3.8% | -8.6% | -6.1% |
| 6M | -5.6% | +9.7% | -15.3% | -9.1% |
| YTD | +4.7% | -1.4% | +6.1% | +4.5% |
| 1Y | +6.7% | +8.2% | -1.6% | +2.6% |
| 3Y | +45.8% | +66.5% | -20.7% | +17.0% |
| 5Y | +145.9% | +1.2% | +144.7% | +125.5% |
| 10Y | +418.6% | +191.4% | +227.2% | +186.3% |
| All | +415.5% | +124.8% | +290.7% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling