+621.8%
HUBS vs ALLE
+362.5%
+259.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | 0.0% |
| 7D | +8.3% | +3.6% | +4.7% | +6.0% |
| 30D | -4.0% | +25.9% | -29.9% | -17.2% |
| 3M | -9.7% | +15.8% | -25.4% | -18.0% |
| 6M | +21.4% | +48.1% | -26.7% | -7.4% |
| YTD | -45.9% | +22.0% | -67.8% | -54.1% |
| 1Y | -44.4% | +18.0% | -62.4% | -51.9% |
| 3Y | -49.7% | +93.1% | -142.8% | -70.5% |
| 5Y | -74.2% | +52.1% | -126.2% | -82.0% |
| 10Y | +275.5% | +212.0% | +63.6% | +36.6% |
| All | +621.8% | +362.5% | +259.3% | +103.5% |
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