-59.9%
HUBS vs AMDL
+117.8%
-177.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.7% | -14.6% | -3.0% |
| 7D | -4.3% | +19.9% | -24.2% | -4.4% |
| 30D | +14.2% | +6.3% | +8.0% | +14.1% |
| 3M | +15.5% | -9.9% | +25.4% | +14.7% |
| 6M | -18.9% | +394.3% | -413.2% | -31.7% |
| YTD | -40.1% | +257.3% | -297.4% | -49.0% |
| 1Y | -51.8% | +508.5% | -560.3% | -62.5% |
| All | -59.9% | +117.8% | -177.7% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling