-57.6%
HUBS vs ABCL
+103.9%
-161.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.8% | -3.9% |
| 7D | -6.2% | -2.7% | -3.5% | -5.9% |
| 30D | +6.6% | +18.3% | -11.7% | +4.4% |
| 3M | +16.4% | +108.5% | -92.1% | +5.2% |
| 6M | -19.7% | +213.9% | -233.7% | -32.0% |
| YTD | -42.6% | +223.1% | -265.7% | -51.8% |
| 1Y | -54.2% | +160.6% | -214.8% | -61.0% |
| All | -57.6% | +103.9% | -161.4% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling