+156.4%
EXPE vs HUBB
+437.4%
-281.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.9% |
| 7D | -8.7% | -1.7% | -7.0% | -7.9% |
| 30D | -13.6% | -12.7% | -1.0% | -7.2% |
| 3M | +26.6% | -2.9% | +29.6% | +26.4% |
| 6M | +19.9% | -4.8% | +24.7% | +19.9% |
| YTD | -1.7% | +2.8% | -4.5% | -7.1% |
| 1Y | +29.4% | +3.5% | +25.9% | +21.3% |
| 3Y | +155.7% | +43.5% | +112.1% | +87.1% |
| 5Y | +93.1% | +154.2% | -61.1% | -5.4% |
| All | +156.4% | +437.4% | -281.0% | -16.8% |
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 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