+648.6%
HUBS vs AIG
+92.0%
+556.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -9.0% | -1.2% | -7.8% | -8.5% |
| 30D | +7.2% | -1.1% | +8.3% | +7.7% |
| 3M | +20.9% | +0.7% | +20.2% | +20.7% |
| 6M | -13.0% | -2.2% | -10.9% | -12.3% |
| YTD | -43.8% | -10.8% | -33.0% | -41.5% |
| 1Y | -54.6% | -2.0% | -52.6% | -54.8% |
| 3Y | -58.5% | +34.8% | -93.3% | -64.5% |
| 5Y | -66.4% | +55.0% | -121.4% | -73.5% |
| 10Y | +319.2% | +65.1% | +254.2% | +171.8% |
| All | +648.6% | +92.0% | +556.6% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling