+82.6%
ED vs HUBB
+130.2%
-47.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.9% | +1.2% | -2.1% | -0.9% |
| 30D | +11.2% | -6.4% | +17.6% | +11.3% |
| 3M | +11.8% | -14.4% | +26.2% | +12.0% |
| 6M | +14.1% | -9.0% | +23.1% | +14.1% |
| YTD | +23.0% | +0.7% | +22.2% | +22.4% |
| 1Y | +23.7% | -0.3% | +23.9% | +23.1% |
| 3Y | +47.7% | +59.2% | -11.5% | +35.2% |
| 5Y | +82.6% | +130.2% | -47.6% | +51.1% |
| All | +82.6% | +130.2% | -47.6% | +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 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