+273.7%
ELV vs HUBB
+446.9%
-173.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.1% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +5.4% | -10.0% | +15.3% | +9.0% |
| 3M | +5.4% | -1.6% | +6.9% | +4.7% |
| 6M | +45.7% | -3.1% | +48.8% | +44.7% |
| YTD | +21.2% | +4.6% | +16.6% | +16.7% |
| 1Y | +35.6% | +3.3% | +32.3% | +30.6% |
| 3Y | -2.0% | +46.6% | -48.6% | -22.5% |
| 5Y | +26.0% | +158.7% | -132.7% | -28.1% |
| All | +273.7% | +446.9% | -173.1% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling