+698.7%
HUBS vs ALLY
+153.8%
+544.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.4% |
| 7D | -4.3% | +1.0% | -5.3% | -4.7% |
| 30D | +14.2% | -3.3% | +17.5% | +16.0% |
| 3M | +15.5% | +0.5% | +15.1% | +15.0% |
| 6M | -18.9% | +12.6% | -31.5% | -24.2% |
| YTD | -40.1% | -4.7% | -35.4% | -39.6% |
| 1Y | -51.8% | +5.2% | -57.0% | -53.6% |
| 3Y | -55.2% | +66.5% | -121.7% | -66.6% |
| 5Y | -64.7% | +0.2% | -64.9% | -67.8% |
| 10Y | +327.0% | +180.8% | +146.2% | +111.7% |
| All | +698.7% | +153.8% | +544.9% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling