+49.4%
ED vs HUBB
+59.4%
-10.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.1% |
| 7D | -0.9% | +1.2% | -2.1% | -0.8% |
| 30D | +11.2% | -6.4% | +17.6% | +10.5% |
| 3M | +11.8% | -14.4% | +26.2% | +10.1% |
| 6M | +14.1% | -9.0% | +23.1% | +13.3% |
| YTD | +23.0% | +0.7% | +22.2% | +23.8% |
| 1Y | +23.7% | -0.3% | +23.9% | +24.5% |
| All | +49.4% | +59.4% | -10.0% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling