-45.4%
HUBS vs ALHC
-29.3%
-16.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -4.3% | -1.0% | -3.3% | -4.1% |
| 30D | +14.2% | -6.3% | +20.6% | +15.1% |
| 3M | +15.5% | -12.3% | +27.8% | +15.1% |
| 6M | -18.9% | -27.0% | +8.1% | -18.1% |
| YTD | -40.1% | -31.8% | -8.2% | -39.0% |
| 1Y | -51.8% | -17.0% | -34.8% | -53.0% |
| 3Y | -55.2% | +159.8% | -215.1% | -71.6% |
| 5Y | -64.7% | -25.1% | -39.5% | -70.9% |
| All | -45.4% | -29.3% | -16.0% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling