-42.4%
HUBS vs ABCL
-82.1%
+39.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | 0.0% |
| 7D | -9.0% | -4.7% | -4.3% | -8.2% |
| 30D | +7.2% | +5.2% | +2.1% | +5.7% |
| 3M | +20.9% | +106.6% | -85.8% | +0.9% |
| 6M | -13.0% | +198.4% | -211.4% | -34.1% |
| YTD | -43.8% | +218.4% | -262.3% | -58.5% |
| 1Y | -54.6% | +136.2% | -190.9% | -65.0% |
| 3Y | -58.5% | +103.2% | -161.6% | -69.4% |
| 5Y | -66.4% | -42.7% | -23.8% | -68.8% |
| All | -42.4% | -82.1% | +39.7% | -40.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling