-20.4%
ELF vs HUBB
+51.4%
-71.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +5.4% | +0.5% | +4.8% | +5.0% |
| 30D | +27.0% | -10.0% | +37.0% | +34.8% |
| 3M | +113.2% | -4.8% | +118.0% | +115.3% |
| 6M | +36.6% | -5.6% | +42.1% | +36.1% |
| YTD | +44.2% | +4.7% | +39.6% | +32.8% |
| 1Y | -18.0% | +6.7% | -24.7% | -25.5% |
| All | -20.4% | +51.4% | -71.9% | -44.6% |
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