+21.7%
ELV vs HUBB
+157.3%
-135.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.3% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | +4.9% | -10.0% | +14.9% | +6.4% |
| 3M | +4.9% | -1.6% | +6.5% | +4.5% |
| 6M | +45.1% | -3.1% | +48.2% | +44.5% |
| YTD | +20.7% | +4.6% | +16.1% | +18.6% |
| 1Y | +35.0% | +3.3% | +31.7% | +32.8% |
| 3Y | -2.4% | +46.6% | -49.0% | -12.9% |
| All | +21.7% | +157.3% | -135.7% | -14.0% |
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