+245.2%
ELF vs HUBB
+154.5%
+90.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.4% |
| 7D | -1.2% | +4.8% | -6.0% | -3.8% |
| 30D | +5.9% | -9.3% | +15.2% | +11.6% |
| 3M | +99.5% | -3.9% | +103.4% | +100.6% |
| 6M | +26.5% | -0.8% | +27.4% | +23.0% |
| YTD | +37.2% | +5.6% | +31.6% | +27.6% |
| 1Y | -24.4% | +7.7% | -32.2% | -30.5% |
| 3Y | -23.3% | +47.5% | -70.8% | -42.1% |
| 5Y | +245.2% | +153.7% | +91.5% | +82.4% |
| All | +245.2% | +154.5% | +90.6% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling