+2,353.8%
ELV vs HUBB
+3,032.4%
-678.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | -0.2% | -9.6% | +9.4% | +3.4% |
| 3M | -6.1% | -6.2% | +0.1% | -4.9% |
| 6M | +42.8% | -6.2% | +49.0% | +43.6% |
| YTD | +14.4% | +3.4% | +11.0% | +10.5% |
| 1Y | +28.6% | +5.3% | +23.3% | +22.8% |
| 3Y | -7.4% | +44.4% | -51.8% | -25.8% |
| 5Y | +14.5% | +152.4% | -137.9% | -30.1% |
| 10Y | +257.4% | +437.0% | -179.6% | +53.7% |
| All | +2,353.8% | +3,032.4% | -678.6% | +397.4% |
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