+338.3%
ELF vs HUBB
+398.0%
-59.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.3% |
| 7D | +4.0% | +1.7% | +2.3% | +2.9% |
| 30D | +10.6% | -9.7% | +20.2% | +16.5% |
| 3M | +25.8% | -15.2% | +41.0% | +36.9% |
| 6M | +89.1% | -14.0% | +103.0% | +101.4% |
| YTD | +52.7% | -2.4% | +55.2% | +48.6% |
| 1Y | +51.7% | -5.8% | +57.5% | +50.6% |
| 3Y | +14.2% | +60.4% | -46.2% | -17.2% |
| 5Y | +270.7% | +125.4% | +145.3% | +115.7% |
| 10Y | +341.9% | +409.7% | -67.8% | +54.6% |
| All | +338.3% | +398.0% | -59.7% | +61.3% |
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