+308.1%
HUBS vs ACM
+134.0%
+174.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -9.0% | -4.6% | -4.4% | -6.5% |
| 30D | +7.2% | +4.1% | +3.2% | +5.2% |
| 3M | +20.9% | -8.3% | +29.2% | +26.4% |
| 6M | -13.0% | -30.1% | +17.0% | +5.7% |
| YTD | -43.8% | -32.6% | -11.2% | -31.3% |
| 1Y | -54.6% | -49.6% | -5.1% | -34.8% |
| 3Y | -58.5% | -23.0% | -35.4% | -54.0% |
| 5Y | -66.4% | +2.0% | -68.4% | -67.7% |
| All | +308.1% | +134.0% | +174.1% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling