+478.1%
HUBB vs ALM
+3,551.9%
-3,073.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -8.0% | -0.3% |
| 7D | +1.8% | +1.2% | +0.5% | +1.7% |
| 30D | -7.7% | -19.3% | +11.6% | -7.6% |
| 3M | -13.6% | -40.6% | +27.1% | -13.4% |
| 6M | -9.1% | -57.9% | +48.8% | -8.9% |
| YTD | -0.7% | -6.7% | +6.0% | -0.8% |
| 1Y | +1.1% | +20.2% | -19.1% | +1.0% |
| 3Y | +56.2% | +879.4% | -823.3% | +55.2% |
| 5Y | +126.6% | +415.3% | -288.7% | +125.3% |
| 10Y | +384.6% | +2,100.8% | -1,716.2% | +380.4% |
| All | +478.1% | +3,551.9% | -3,073.8% | +471.1% |
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