-66.7%
HUBS vs ALLY
-2.7%
-64.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | -12.4% | -3.3% | -9.1% | -10.9% |
| 30D | +1.4% | -4.1% | +5.4% | +3.4% |
| 3M | +16.0% | +1.4% | +14.6% | +15.0% |
| 6M | -17.0% | +14.4% | -31.4% | -23.7% |
| YTD | -44.3% | -4.9% | -39.4% | -43.7% |
| 1Y | -54.3% | +5.5% | -59.8% | -56.3% |
| 3Y | -58.4% | +66.0% | -124.4% | -70.6% |
| 5Y | -66.7% | -2.4% | -64.3% | -70.4% |
| All | -66.7% | -2.7% | -64.0% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling