+350.4%
ELF vs HUBB
+412.1%
-61.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +1.2% |
| 7D | +7.8% | +1.8% | +6.0% | +6.7% |
| 30D | +9.3% | -6.9% | +16.1% | +13.2% |
| 3M | +21.2% | -13.8% | +35.0% | +30.7% |
| 6M | +96.1% | -9.8% | +105.9% | +103.4% |
| YTD | +57.0% | +0.3% | +56.6% | +50.3% |
| 1Y | +61.9% | -3.3% | +65.2% | +58.4% |
| 3Y | +20.0% | +61.0% | -41.0% | -13.2% |
| 5Y | +284.8% | +128.5% | +156.3% | +122.2% |
| 10Y | +364.2% | +398.9% | -34.7% | +65.5% |
| All | +350.4% | +412.1% | -61.7% | +63.2% |
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