-35.6%
ELAN vs HUBB
+295.8%
-331.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.5% |
| 7D | -5.4% | -0.1% | -5.4% | -5.4% |
| 30D | +4.7% | -10.0% | +14.7% | +9.9% |
| 3M | -3.7% | -1.6% | -2.1% | -3.9% |
| 6M | -1.2% | -3.1% | +1.9% | -1.1% |
| YTD | +2.4% | +4.6% | -2.2% | -1.4% |
| 1Y | +23.4% | +3.3% | +20.0% | +18.8% |
| 3Y | +96.7% | +46.6% | +50.1% | +51.9% |
| 5Y | -30.6% | +158.7% | -189.3% | -62.1% |
| All | -35.6% | +295.8% | -331.5% | -76.1% |
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 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