+313.8%
ELF vs HUBB
+434.3%
-120.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.5% |
| 3M | +113.2% | -4.8% | +118.0% | +116.0% |
| 6M | +36.6% | -5.6% | +42.1% | +37.1% |
| YTD | +44.2% | +4.7% | +39.6% | +35.8% |
| 1Y | -18.0% | +6.7% | -24.7% | -23.6% |
| 3Y | -19.9% | +45.8% | -65.7% | -38.3% |
| 5Y | +257.7% | +145.9% | +111.8% | +99.2% |
| All | +313.8% | +434.3% | -120.4% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling