+113.5%
ENB vs HUBB
+381.1%
-267.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.1% | +1.8% | +1.4% | +2.5% |
| 30D | +2.1% | -7.7% | +9.8% | +4.5% |
| 3M | -4.4% | -13.6% | +9.1% | -0.3% |
| 6M | -10.1% | -9.1% | -0.9% | -8.6% |
| YTD | +5.2% | -0.7% | +5.9% | +2.4% |
| 1Y | +4.2% | +1.1% | +3.2% | +0.7% |
| 3Y | +70.1% | +56.2% | +13.9% | +29.6% |
| 5Y | +59.4% | +126.6% | -67.2% | -3.0% |
| All | +113.5% | +381.1% | -267.6% | -11.6% |
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