+698.7%
HUBS vs ALLE
+274.6%
+424.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -4.3% | +2.8% | -7.0% | -6.0% |
| 30D | +14.2% | -7.6% | +21.9% | +20.1% |
| 3M | +15.5% | +22.8% | -7.3% | 0.0% |
| 6M | -18.9% | +4.6% | -23.5% | -23.0% |
| YTD | -40.1% | -1.2% | -38.9% | -41.8% |
| 1Y | -51.8% | -9.1% | -42.6% | -50.5% |
| 3Y | -55.2% | +50.0% | -105.2% | -68.9% |
| 5Y | -64.7% | +15.2% | -79.9% | -70.5% |
| 10Y | +327.0% | +151.1% | +175.9% | +78.9% |
| All | +698.7% | +274.6% | +424.2% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling