-66.7%
HUBS vs ALHC
-31.9%
-34.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | -12.4% | -5.8% | -6.6% | -11.6% |
| 30D | +1.4% | -3.3% | +4.7% | +1.7% |
| 3M | +16.0% | -37.9% | +53.9% | +22.8% |
| 6M | -17.0% | -29.5% | +12.5% | -15.9% |
| YTD | -44.3% | -35.4% | -8.9% | -42.8% |
| 1Y | -54.3% | -22.4% | -31.9% | -55.0% |
| 3Y | -58.4% | +146.3% | -204.7% | -73.9% |
| 5Y | -66.7% | -32.0% | -34.7% | -72.6% |
| All | -66.7% | -31.9% | -34.8% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling