+130.4%
EXPE vs HUBB
+382.2%
-251.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -4.2% | +4.6% | -8.8% | -6.6% |
| 30D | -4.5% | -8.4% | +3.8% | -0.5% |
| 3M | -19.7% | -14.3% | -5.4% | -13.6% |
| 6M | +18.3% | -9.3% | +27.6% | +21.3% |
| YTD | -7.3% | -0.5% | -6.8% | -11.6% |
| 1Y | -3.9% | -2.1% | -1.8% | -7.4% |
| 3Y | +123.0% | +57.2% | +65.8% | +52.3% |
| 5Y | +47.9% | +127.1% | -79.2% | -23.2% |
| All | +130.4% | +382.2% | -251.8% | -23.7% |
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 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