+21.4%
HUBS vs ALLE
+47.6%
-26.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.5% |
| 7D | +8.3% | +3.6% | +4.7% | +7.6% |
| 30D | -4.0% | +25.9% | -29.9% | -7.2% |
| 3M | -9.7% | +15.8% | -25.4% | -13.5% |
| 6M | +21.4% | +48.1% | -26.7% | +28.2% |
| All | +21.4% | +47.6% | -26.3% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling