-62.7%
HUBS vs AMDL
+115.6%
-178.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -2.8% |
| 7D | -12.4% | +20.7% | -33.1% | -12.5% |
| 30D | +1.4% | +9.4% | -8.1% | +1.2% |
| 3M | +16.0% | +5.6% | +10.3% | +14.2% |
| 6M | -17.0% | +340.3% | -357.3% | -29.3% |
| YTD | -44.3% | +253.6% | -297.9% | -52.6% |
| 1Y | -54.3% | +443.4% | -497.7% | -64.0% |
| All | -62.7% | +115.6% | -178.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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