-66.4%
HUBS vs ACI
-39.5%
-26.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.1% |
| 7D | -9.0% | -3.7% | -5.2% | -8.3% |
| 30D | +7.2% | +0.6% | +6.7% | +7.2% |
| 3M | +20.9% | -20.3% | +41.2% | +25.3% |
| 6M | -13.0% | -24.7% | +11.6% | -9.1% |
| YTD | -43.8% | -27.2% | -16.6% | -41.1% |
| 1Y | -54.6% | -32.7% | -21.9% | -52.0% |
| 3Y | -58.5% | -43.9% | -14.6% | -55.1% |
| All | -66.4% | -39.5% | -26.9% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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