-36.7%
HUBS vs ABCL
-81.3%
+44.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | -1.0% | +93.1% | -94.1% | -14.8% |
| 3M | +12.4% | +79.4% | -67.1% | -3.3% |
| 6M | -11.1% | +214.9% | -226.0% | -33.5% |
| YTD | -38.3% | +234.2% | -272.5% | -54.8% |
| 1Y | -46.7% | +174.8% | -221.4% | -60.2% |
| 3Y | -55.1% | +104.5% | -159.6% | -66.8% |
| 5Y | -64.8% | -39.0% | -25.8% | -67.7% |
| All | -36.7% | -81.3% | +44.5% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling