-48.8%
HUBS vs ALHC
-33.8%
-15.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -9.0% | -6.9% | -2.1% | -8.0% |
| 30D | +7.2% | -6.7% | +14.0% | +8.2% |
| 3M | +20.9% | -37.7% | +58.6% | +28.1% |
| 6M | -13.0% | -30.0% | +16.9% | -11.8% |
| YTD | -43.8% | -36.2% | -7.7% | -42.3% |
| 1Y | -54.6% | -22.9% | -31.8% | -55.3% |
| 3Y | -58.5% | +138.4% | -196.8% | -73.2% |
| 5Y | -66.4% | -32.8% | -33.6% | -71.8% |
| All | -48.8% | -33.8% | -15.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling