-66.7%
HUBS vs ACGL
+154.3%
-220.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -12.4% | -3.6% | -8.7% | -11.4% |
| 30D | +1.4% | -2.1% | +3.5% | +2.0% |
| 3M | +16.0% | +5.4% | +10.6% | +14.7% |
| 6M | -17.0% | 0.0% | -17.0% | -16.8% |
| YTD | -44.3% | +0.3% | -44.6% | -44.4% |
| 1Y | -54.3% | +6.2% | -60.5% | -55.3% |
| 3Y | -58.4% | +30.9% | -89.3% | -62.7% |
| 5Y | -66.7% | +159.8% | -226.5% | -80.2% |
| All | -66.7% | +154.3% | -220.9% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling