+173.8%
ET vs HUBB
+446.9%
-273.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +2.9% | -10.0% | +12.8% | +7.6% |
| 3M | +16.8% | -1.6% | +18.4% | +16.0% |
| 6M | +18.9% | -3.1% | +22.0% | +17.4% |
| YTD | +37.7% | +4.6% | +33.1% | +30.2% |
| 1Y | +32.4% | +3.3% | +29.1% | +25.0% |
| 3Y | +99.5% | +46.6% | +52.9% | +49.0% |
| 5Y | +244.0% | +158.7% | +85.3% | +72.5% |
| All | +173.8% | +446.9% | -273.1% | -25.6% |
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