+287.9%
HUBS vs ALLE
+211.7%
+76.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.1% |
| 7D | +8.3% | +3.6% | +4.7% | +6.1% |
| 30D | -4.0% | +25.9% | -29.9% | -16.5% |
| 3M | -9.7% | +15.8% | -25.4% | -17.5% |
| 6M | +21.4% | +48.1% | -26.7% | -5.9% |
| YTD | -45.9% | +22.0% | -67.8% | -53.6% |
| 1Y | -44.4% | +18.0% | -62.4% | -51.4% |
| 3Y | -49.7% | +93.1% | -142.8% | -69.6% |
| 5Y | -74.2% | +52.1% | -126.2% | -81.7% |
| All | +287.9% | +211.7% | +76.3% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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