-54.1%
HUBS vs ALC
+4.2%
-58.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.8% | -11.0% | -8.1% |
| 7D | -13.0% | +10.7% | -23.7% | -18.5% |
| 30D | -1.8% | +20.2% | -22.0% | -12.4% |
| 3M | -13.0% | +8.9% | -21.9% | -17.5% |
| 6M | -12.4% | +5.7% | -18.2% | -16.8% |
| YTD | -46.0% | -1.4% | -44.6% | -47.4% |
| 1Y | -54.1% | +4.7% | -58.8% | -57.7% |
| All | -54.1% | +4.2% | -58.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling