+25.2%
ET vs HUBB
-1.9%
+27.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.5% | +1.8% | +0.8% | +2.6% |
| 30D | -2.5% | -7.7% | +5.2% | -2.6% |
| 3M | -4.9% | -13.6% | +8.7% | -5.5% |
| 6M | -0.1% | -9.1% | +9.0% | -0.5% |
| YTD | +26.2% | -0.7% | +27.0% | +26.2% |
| 1Y | +25.2% | +1.1% | +24.1% | +25.4% |
| All | +25.2% | -1.9% | +27.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling