-54.1%
HUBS vs ABCL
+138.2%
-192.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.3% |
| 7D | -13.0% | -10.0% | -3.0% | -12.5% |
| 30D | -1.8% | -10.9% | +9.1% | -1.1% |
| 3M | -13.0% | +101.6% | -114.6% | -19.3% |
| 6M | -12.4% | +167.5% | -180.0% | -23.5% |
| YTD | -46.0% | +259.1% | -305.1% | -57.4% |
| 1Y | -54.1% | +152.2% | -206.3% | -62.5% |
| All | -54.1% | +138.2% | -192.3% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling