-58.8%
HUBS vs ACGL
+30.5%
-89.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -12.4% | -3.6% | -8.7% | -11.7% |
| 30D | +1.4% | -2.1% | +3.5% | +1.8% |
| 3M | +16.0% | +5.4% | +10.6% | +15.5% |
| 6M | -17.0% | 0.0% | -17.0% | -16.7% |
| YTD | -44.3% | +0.3% | -44.6% | -44.2% |
| 1Y | -54.3% | +6.2% | -60.5% | -54.8% |
| All | -58.8% | +30.5% | -89.3% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling