-58.5%
HUBS vs AIG
+33.9%
-92.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -9.0% | -1.2% | -7.8% | -8.7% |
| 30D | +7.2% | -1.1% | +8.3% | +7.6% |
| 3M | +20.9% | +0.7% | +20.2% | +21.0% |
| 6M | -13.0% | -2.2% | -10.9% | -12.4% |
| YTD | -43.8% | -10.8% | -33.0% | -42.0% |
| 1Y | -54.6% | -2.0% | -52.6% | -54.8% |
| 3Y | -58.5% | +34.8% | -93.3% | -62.9% |
| All | -58.5% | +33.9% | -92.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling