+722.6%
HUBS vs ACGL
+458.9%
+263.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.2% |
| 7D | -5.0% | -0.7% | -4.3% | -4.7% |
| 30D | -1.0% | -1.0% | 0.0% | -0.7% |
| 3M | +12.4% | +11.0% | +1.3% | +7.8% |
| 6M | -11.1% | -0.3% | -10.8% | -11.1% |
| YTD | -38.3% | +2.3% | -40.6% | -39.2% |
| 1Y | -46.7% | +6.4% | -53.0% | -48.5% |
| 3Y | -55.1% | +34.0% | -89.1% | -62.1% |
| 5Y | -64.8% | +161.6% | -226.5% | -79.2% |
| 10Y | +334.3% | +278.6% | +55.7% | +101.5% |
| All | +722.6% | +458.9% | +263.7% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling