+152.4%
HUBB vs ALM
+958.0%
-805.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.9% |
| 7D | +1.1% | +3.6% | -2.5% | +0.9% |
| 30D | -9.6% | +33.8% | -43.4% | -10.9% |
| 3M | -6.2% | +14.8% | -21.0% | -7.1% |
| 6M | -6.2% | -7.0% | +0.8% | -6.9% |
| YTD | +3.4% | +108.1% | -104.7% | -0.2% |
| 1Y | +5.3% | +313.8% | -308.4% | -0.5% |
| 3Y | +44.4% | +2,227.6% | -2,183.3% | +29.5% |
| 5Y | +152.4% | +956.6% | -804.3% | +132.6% |
| All | +152.4% | +958.0% | -805.6% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling