+664.8%
HUBS vs ACM
+109.8%
+555.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.6% |
| 7D | -6.2% | -3.7% | -2.6% | -4.2% |
| 30D | +6.6% | -12.7% | +19.3% | +14.5% |
| 3M | +16.4% | -9.8% | +26.2% | +22.7% |
| 6M | -19.7% | -31.4% | +11.6% | -1.9% |
| YTD | -42.6% | -32.1% | -10.6% | -30.4% |
| 1Y | -54.2% | -47.8% | -6.4% | -36.0% |
| 3Y | -57.1% | -22.1% | -35.1% | -52.9% |
| 5Y | -66.2% | +1.8% | -68.0% | -67.4% |
| 10Y | +328.3% | +132.5% | +195.7% | +153.3% |
| All | +664.8% | +109.8% | +555.0% | +351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling