+39.7%
EFX vs HUBB
+446.9%
-407.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | -4.5% | -0.1% | -4.5% | -4.5% |
| 30D | -6.1% | -10.0% | +3.9% | -2.4% |
| 3M | +6.2% | -1.6% | +7.8% | +5.3% |
| 6M | -11.2% | -3.1% | -8.1% | -12.3% |
| YTD | -21.4% | +4.6% | -26.0% | -25.4% |
| 1Y | -34.3% | +3.3% | -37.7% | -37.6% |
| 3Y | -12.5% | +46.6% | -59.1% | -31.5% |
| 5Y | -35.6% | +158.7% | -194.2% | -61.9% |
| All | +39.7% | +446.9% | -407.2% | -39.3% |
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