+28.1%
ECL vs HUBB
+154.5%
-126.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.8% | +4.8% | -5.6% | -2.0% |
| 30D | -2.5% | -9.3% | +6.8% | 0.0% |
| 3M | +8.3% | -3.9% | +12.2% | +8.8% |
| 6M | -1.1% | -0.8% | -0.3% | -1.9% |
| YTD | +6.5% | +5.6% | +0.9% | +3.6% |
| 1Y | +2.1% | +7.7% | -5.7% | -1.8% |
| 3Y | +57.6% | +47.5% | +10.1% | +30.0% |
| 5Y | +28.1% | +153.7% | -125.6% | -25.1% |
| All | +28.1% | +154.5% | -126.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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