+287.9%
HUBS vs ACGL
+324.4%
-36.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | +8.3% | +2.2% | +6.1% | +7.3% |
| 30D | -4.0% | +12.3% | -16.3% | -8.7% |
| 3M | -9.7% | +11.8% | -21.5% | -14.0% |
| 6M | +21.4% | +17.5% | +3.9% | +13.4% |
| YTD | -45.9% | +14.3% | -60.1% | -49.1% |
| 1Y | -44.4% | +18.2% | -62.5% | -48.5% |
| 3Y | -49.7% | +33.2% | -82.8% | -57.1% |
| 5Y | -74.2% | +174.3% | -248.5% | -85.1% |
| All | +287.9% | +324.4% | -36.4% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling