-54.6%
HUBS vs ALHC
-19.9%
-34.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.6% |
| 7D | -9.0% | -6.9% | -2.1% | -10.1% |
| 30D | +7.2% | -6.7% | +14.0% | +6.2% |
| 3M | +20.9% | -37.7% | +58.6% | +14.0% |
| 6M | -13.0% | -30.0% | +16.9% | -14.0% |
| YTD | -43.8% | -36.2% | -7.7% | -44.6% |
| 1Y | -54.6% | -22.9% | -31.8% | -60.2% |
| All | -54.6% | -19.9% | -34.7% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling