+14.2%
ELF vs HUBB
+58.1%
-43.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.3% |
| 7D | +4.0% | +1.7% | +2.3% | +3.0% |
| 30D | +10.6% | -9.7% | +20.2% | +16.3% |
| 3M | +25.8% | -15.2% | +41.0% | +36.8% |
| 6M | +89.1% | -14.0% | +103.0% | +100.8% |
| YTD | +52.7% | -2.4% | +55.2% | +45.3% |
| 1Y | +51.7% | -5.8% | +57.5% | +47.8% |
| 3Y | +14.2% | +60.4% | -46.2% | -6.9% |
| All | +14.2% | +58.1% | -43.9% | -6.9% |
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 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