+308.1%
HUBS vs ACGL
+276.6%
+31.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -2.0% | -6.9% | -8.2% |
| 30D | +7.2% | -1.2% | +8.5% | +7.8% |
| 3M | +20.9% | +5.4% | +15.4% | +18.6% |
| 6M | -13.0% | +1.4% | -14.4% | -13.5% |
| YTD | -43.8% | +0.2% | -44.0% | -44.2% |
| 1Y | -54.6% | +4.1% | -58.8% | -55.8% |
| 3Y | -58.5% | +28.2% | -86.7% | -64.2% |
| 5Y | -66.4% | +159.5% | -225.9% | -80.2% |
| All | +308.1% | +276.6% | +31.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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