-66.6%
HUBS vs ALB
-46.7%
-20.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.2% |
| 7D | -12.4% | -7.6% | -4.8% | -10.7% |
| 30D | +1.4% | -5.6% | +7.0% | +2.6% |
| 3M | +16.0% | -16.8% | +32.8% | +19.8% |
| 6M | -17.0% | -26.3% | +9.3% | -13.5% |
| YTD | -44.3% | -13.2% | -31.1% | -45.6% |
| 1Y | -54.3% | +68.8% | -123.1% | -64.3% |
| 3Y | -58.4% | -30.7% | -27.7% | -58.6% |
| All | -66.6% | -46.7% | -20.0% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling