+286.6%
ELF vs HUBB
+382.2%
-95.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -3.5% |
| 7D | +3.4% | +4.6% | -1.2% | +0.9% |
| 30D | +5.0% | -8.4% | +13.3% | +9.7% |
| 3M | +22.6% | -14.3% | +36.9% | +32.7% |
| 6M | +104.0% | -9.3% | +113.3% | +110.8% |
| YTD | +49.3% | -0.5% | +49.8% | +43.7% |
| 1Y | +46.0% | -2.1% | +48.2% | +41.8% |
| 3Y | +19.4% | +57.2% | -37.8% | -12.3% |
| 5Y | +262.0% | +127.1% | +134.9% | +110.1% |
| All | +286.6% | +382.2% | -95.6% | +46.3% |
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