+245.3%
ET vs HUBB
+148.7%
+96.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +0.6% | +1.1% | -0.4% | +0.4% |
| 30D | +5.3% | -9.6% | +14.9% | +7.7% |
| 3M | +15.6% | -6.2% | +21.8% | +16.6% |
| 6M | +20.6% | -6.2% | +26.8% | +20.8% |
| YTD | +38.5% | +3.4% | +35.2% | +34.5% |
| 1Y | +35.7% | +5.3% | +30.4% | +30.5% |
| 3Y | +98.4% | +44.4% | +54.0% | +70.6% |
| 5Y | +245.3% | +152.4% | +92.9% | +145.7% |
| All | +245.3% | +148.7% | +96.6% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling