+664.8%
HUBS vs ALB
+155.1%
+509.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.4% | -3.4% |
| 7D | -6.2% | -8.6% | +2.4% | -3.8% |
| 30D | +6.6% | -4.0% | +10.7% | +7.6% |
| 3M | +16.4% | -17.4% | +33.8% | +21.3% |
| 6M | -19.7% | -25.4% | +5.6% | -15.8% |
| YTD | -42.6% | -10.5% | -32.1% | -44.4% |
| 1Y | -54.2% | +75.8% | -130.0% | -65.5% |
| 3Y | -57.1% | -28.5% | -28.6% | -59.8% |
| 5Y | -66.2% | -45.1% | -21.1% | -66.1% |
| 10Y | +328.3% | +87.3% | +240.9% | +134.5% |
| All | +664.8% | +155.1% | +509.6% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling