+38.9%
ECL vs HUBB
+126.3%
-87.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.9% | +1.8% | +1.1% | +2.4% |
| 30D | +7.5% | -7.7% | +15.2% | +9.5% |
| 3M | +12.2% | -13.6% | +25.8% | +16.1% |
| 6M | +24.6% | -9.1% | +33.7% | +26.5% |
| YTD | +18.8% | -0.7% | +19.5% | +17.0% |
| 1Y | +19.3% | +1.1% | +18.3% | +16.9% |
| 3Y | +78.2% | +56.2% | +22.0% | +41.3% |
| All | +38.9% | +126.3% | -87.4% | -15.1% |
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