+233.4%
EQX vs HUBB
+436.0%
-202.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.9% |
| 7D | -7.0% | -1.7% | -5.3% | -6.6% |
| 30D | +4.8% | -12.7% | +17.5% | +8.3% |
| 3M | +25.6% | -2.9% | +28.6% | +26.4% |
| 6M | -25.8% | -4.8% | -21.1% | -25.1% |
| YTD | -12.7% | +2.8% | -15.5% | -13.5% |
| 1Y | +14.1% | +3.5% | +10.5% | +12.8% |
| 3Y | +165.7% | +43.5% | +122.2% | +138.9% |
| 5Y | +81.2% | +154.2% | -73.0% | +40.3% |
| All | +233.4% | +436.0% | -202.7% | +256.5% |
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