-0.7%
HUBS vs ACI
+17.4%
-18.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -12.4% | -7.1% | -5.3% | -11.4% |
| 30D | +1.4% | -4.5% | +5.9% | +2.1% |
| 3M | +16.0% | -22.3% | +38.2% | +19.4% |
| 6M | -17.0% | -28.4% | +11.4% | -13.8% |
| YTD | -44.3% | -29.5% | -14.8% | -42.2% |
| 1Y | -54.3% | -34.2% | -20.1% | -52.3% |
| 3Y | -58.4% | -45.7% | -12.7% | -56.0% |
| 5Y | -66.7% | -40.8% | -25.9% | -65.2% |
| All | -0.7% | +17.4% | -18.0% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling