+56.2%
HUBB vs ALM
+909.2%
-853.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -8.0% | -0.7% |
| 7D | +1.8% | +1.2% | +0.5% | +1.6% |
| 30D | -7.7% | -19.3% | +11.6% | -6.7% |
| 3M | -13.6% | -40.6% | +27.1% | -11.4% |
| 6M | -9.1% | -57.9% | +48.8% | -5.8% |
| YTD | -0.7% | -6.7% | +6.0% | -0.8% |
| 1Y | +1.1% | +20.2% | -19.1% | -0.1% |
| 3Y | +56.2% | +879.4% | -823.3% | +43.9% |
| All | +56.2% | +909.2% | -853.0% | +43.9% |
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