-58.8%
HUBS vs ALHC
+146.3%
-205.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.9% |
| 7D | -12.4% | -5.8% | -6.6% | -12.5% |
| 30D | +1.4% | -3.3% | +4.7% | +1.3% |
| 3M | +16.0% | -37.9% | +53.9% | +15.0% |
| 6M | -17.0% | -29.5% | +12.5% | -17.1% |
| YTD | -44.3% | -35.4% | -8.9% | -44.1% |
| 1Y | -54.3% | -22.4% | -31.9% | -54.6% |
| All | -58.8% | +146.3% | -205.1% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling