+143.0%
ED vs HUBB
+382.2%
-239.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.3% |
| 7D | -1.7% | +4.6% | -6.3% | -2.2% |
| 30D | +10.7% | -8.4% | +19.1% | +11.6% |
| 3M | +11.6% | -14.3% | +26.0% | +13.4% |
| 6M | +13.5% | -9.3% | +22.8% | +14.2% |
| YTD | +23.1% | -0.5% | +23.6% | +21.9% |
| 1Y | +23.1% | -2.1% | +25.2% | +22.0% |
| 3Y | +47.9% | +57.2% | -9.3% | +30.8% |
| 5Y | +83.9% | +127.1% | -43.3% | +47.3% |
| All | +143.0% | +382.2% | -239.2% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling