+21.2%
EXE vs HUBB
+57.0%
-35.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +5.3% | +1.8% | +3.6% | +5.1% |
| 30D | -2.2% | -7.7% | +5.5% | -1.1% |
| 3M | -5.9% | -13.6% | +7.7% | -4.0% |
| 6M | -5.7% | -9.1% | +3.4% | -4.9% |
| YTD | -17.8% | -0.7% | -17.1% | -19.4% |
| 1Y | -23.1% | +1.1% | -24.2% | -25.0% |
| 3Y | +21.2% | +56.2% | -35.0% | +9.8% |
| All | +21.2% | +57.0% | -35.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling