-13.0%
EFX vs HUBB
+43.6%
-56.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -11.1% | -1.7% | -9.5% | -10.8% |
| 30D | -7.4% | -12.7% | +5.3% | -4.5% |
| 3M | +1.5% | -2.9% | +4.4% | +0.9% |
| 6M | -13.7% | -4.8% | -8.9% | -14.4% |
| YTD | -21.9% | +2.8% | -24.6% | -25.1% |
| 1Y | -30.8% | +3.5% | -34.3% | -34.1% |
| All | -13.0% | +43.6% | -56.6% | -29.4% |
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