-42.9%
HUBS vs ABCL
-82.9%
+40.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.5% | -1.9% |
| 7D | -12.4% | -9.6% | -2.8% | -10.7% |
| 30D | +1.4% | +7.2% | -5.8% | -0.6% |
| 3M | +16.0% | +105.5% | -89.5% | -3.2% |
| 6M | -17.0% | +193.0% | -210.0% | -37.0% |
| YTD | -44.3% | +205.8% | -250.1% | -58.5% |
| 1Y | -54.3% | +144.4% | -198.7% | -65.1% |
| 3Y | -58.4% | +93.3% | -151.7% | -69.0% |
| 5Y | -66.7% | -44.9% | -21.8% | -68.8% |
| All | -42.9% | -82.9% | +40.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling