-66.4%
HUBS vs ALC
-20.7%
-45.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -9.0% | -6.3% | -2.7% | -4.8% |
| 30D | +7.2% | -10.3% | +17.5% | +15.5% |
| 3M | +20.9% | -0.7% | +21.6% | +22.2% |
| 6M | -13.0% | -17.8% | +4.8% | -1.4% |
| YTD | -43.8% | -15.8% | -28.0% | -37.5% |
| 1Y | -54.6% | -16.7% | -37.9% | -49.3% |
| 3Y | -58.5% | -19.7% | -38.7% | -55.1% |
| All | -66.4% | -20.7% | -45.7% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling