+509.5%
HUBB vs ALM
+7,705.7%
-7,196.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +0.5% | -2.6% | +3.1% | +0.5% |
| 30D | -10.0% | +32.0% | -42.0% | -10.1% |
| 3M | -4.8% | -15.0% | +10.3% | -4.8% |
| 6M | -5.6% | -10.1% | +4.6% | -5.6% |
| YTD | +4.7% | +99.4% | -94.8% | +4.4% |
| 1Y | +6.7% | +316.4% | -309.7% | +6.2% |
| 3Y | +45.8% | +2,022.0% | -1,976.2% | +44.4% |
| 5Y | +145.9% | +941.2% | -795.3% | +143.9% |
| 10Y | +418.6% | +2,950.3% | -2,531.8% | +413.1% |
| All | +509.5% | +7,705.7% | -7,196.3% | +500.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling