+308.1%
HUBS vs ALB
+78.3%
+229.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.8% |
| 7D | -9.0% | -6.6% | -2.4% | -7.2% |
| 30D | +7.2% | -8.1% | +15.4% | +9.5% |
| 3M | +20.9% | -25.7% | +46.5% | +30.0% |
| 6M | -13.0% | -29.5% | +16.4% | -7.5% |
| YTD | -43.8% | -16.2% | -27.6% | -44.5% |
| 1Y | -54.6% | +59.2% | -113.9% | -64.6% |
| 3Y | -58.5% | -33.7% | -24.7% | -59.9% |
| 5Y | -66.4% | -48.1% | -18.3% | -65.6% |
| All | +308.1% | +78.3% | +229.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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