+2,207.4%
ED vs HUBB
+152,497.5%
-150,290.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -0.1% | -10.0% | +9.9% | -0.1% |
| 3M | +3.9% | -4.8% | +8.7% | +3.9% |
| 6M | -3.0% | -5.6% | +2.5% | -3.0% |
| YTD | +10.7% | +4.7% | +6.0% | +10.6% |
| 1Y | +13.3% | +6.7% | +6.7% | +13.3% |
| 3Y | +34.5% | +45.8% | -11.3% | +34.2% |
| 5Y | +67.1% | +145.9% | -78.8% | +66.4% |
| 10Y | +103.0% | +418.6% | -315.5% | +101.6% |
| All | +2,207.4% | +152,497.5% | -150,290.1% | +2,240.8% |
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