+14,202.8%
ECL vs HUBB
+144,634.5%
-130,431.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.9% | +1.8% | +1.1% | +2.8% |
| 30D | +7.5% | -7.7% | +15.2% | +7.6% |
| 3M | +12.2% | -13.6% | +25.8% | +12.4% |
| 6M | +24.6% | -9.1% | +33.7% | +24.6% |
| YTD | +18.8% | -0.7% | +19.5% | +18.7% |
| 1Y | +19.3% | +1.1% | +18.3% | +19.3% |
| 3Y | +78.2% | +56.2% | +22.0% | +77.4% |
| 5Y | +38.8% | +126.6% | -87.8% | +37.7% |
| 10Y | +197.8% | +384.6% | -186.7% | +194.1% |
| All | +14,202.8% | +144,634.5% | -130,431.6% | +15,997.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling