+48.0%
HUBB vs ALM
+2,247.5%
-2,199.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | +0.5% |
| 7D | +4.8% | +8.4% | -3.6% | +4.5% |
| 30D | -9.3% | +34.8% | -44.1% | -10.6% |
| 3M | -3.9% | +16.2% | -20.1% | -4.9% |
| 6M | -0.8% | +2.1% | -3.0% | -2.0% |
| YTD | +5.6% | +117.0% | -111.5% | +2.3% |
| 1Y | +7.7% | +313.9% | -306.1% | +3.1% |
| All | +48.0% | +2,247.5% | -2,199.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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