-58.8%
HUBS vs ALC
-18.5%
-40.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -1.6% |
| 7D | -12.4% | -7.7% | -4.7% | -9.1% |
| 30D | +1.4% | -11.7% | +13.1% | +7.4% |
| 3M | +16.0% | +0.7% | +15.3% | +16.4% |
| 6M | -17.0% | -17.1% | +0.1% | -10.3% |
| YTD | -44.3% | -15.1% | -29.2% | -40.4% |
| 1Y | -54.3% | -14.1% | -40.2% | -51.5% |
| All | -58.8% | -18.5% | -40.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling