+277.7%
ELF vs HUBB
+427.6%
-149.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.9% |
| 7D | -6.8% | +1.1% | -7.9% | -7.4% |
| 30D | +5.1% | -9.6% | +14.7% | +11.0% |
| 3M | +79.8% | -6.2% | +86.0% | +83.6% |
| 6M | +29.7% | -6.2% | +35.9% | +31.1% |
| YTD | +31.6% | +3.4% | +28.3% | +24.8% |
| 1Y | -27.9% | +5.3% | -33.2% | -32.3% |
| 3Y | -26.4% | +44.4% | -70.8% | -43.0% |
| 5Y | +235.6% | +152.4% | +83.2% | +84.2% |
| All | +277.7% | +427.6% | -149.9% | +35.5% |
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