-35.9%
EFX vs HUBB
+148.7%
-184.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -11.1% | -1.7% | -9.5% | -10.6% |
| 30D | -7.4% | -12.7% | +5.3% | -3.0% |
| 3M | +1.5% | -2.9% | +4.4% | +1.0% |
| 6M | -13.7% | -4.8% | -8.9% | -14.4% |
| YTD | -21.9% | +2.8% | -24.6% | -25.6% |
| 1Y | -30.8% | +3.5% | -34.3% | -34.7% |
| 3Y | -12.4% | +43.5% | -55.9% | -32.8% |
| 5Y | -35.9% | +154.2% | -190.1% | -65.9% |
| All | -35.9% | +148.7% | -184.6% | -65.9% |
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