+47.4%
HUBS vs ALC
+21.6%
+25.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.6% |
| 7D | -4.3% | -3.7% | -0.6% | -1.8% |
| 30D | +14.2% | -3.7% | +18.0% | +17.4% |
| 3M | +15.5% | +4.6% | +11.0% | +12.4% |
| 6M | -18.9% | -14.6% | -4.3% | -10.4% |
| YTD | -40.1% | -11.9% | -28.2% | -35.3% |
| 1Y | -51.8% | -13.1% | -38.6% | -47.6% |
| 3Y | -55.2% | -15.0% | -40.2% | -53.1% |
| 5Y | -64.7% | -16.2% | -48.5% | -62.6% |
| All | +47.4% | +21.6% | +25.8% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling