+169.7%
EXE vs HUBB
+208.6%
-38.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -0.9% | -10.0% | +9.0% | +1.5% |
| 3M | +9.6% | -1.6% | +11.2% | +9.2% |
| 6M | -11.6% | -3.1% | -8.5% | -12.1% |
| YTD | -12.6% | +4.6% | -17.1% | -15.3% |
| 1Y | +1.2% | +3.3% | -2.2% | -2.1% |
| 3Y | +18.0% | +46.6% | -28.5% | -0.4% |
| 5Y | +101.1% | +158.7% | -57.6% | +34.5% |
| All | +169.7% | +208.6% | -38.8% | +84.1% |
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