+308.1%
HUBS vs ALLY
+189.7%
+118.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -9.0% | -3.8% | -5.2% | -7.4% |
| 30D | +7.2% | -4.9% | +12.2% | +9.7% |
| 3M | +20.9% | -2.6% | +23.5% | +22.2% |
| 6M | -13.0% | +15.7% | -28.8% | -19.7% |
| YTD | -43.8% | -5.2% | -38.7% | -43.2% |
| 1Y | -54.6% | +2.8% | -57.5% | -55.8% |
| 3Y | -58.5% | +63.4% | -121.9% | -68.6% |
| 5Y | -66.4% | -2.6% | -63.8% | -69.0% |
| All | +308.1% | +189.7% | +118.4% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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