+154.8%
EXPE vs HUBB
+44.4%
+110.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -11.5% | +1.1% | -12.6% | -11.9% |
| 30D | -13.1% | -9.6% | -3.5% | -10.0% |
| 3M | +18.1% | -6.2% | +24.3% | +19.3% |
| 6M | +13.3% | -6.2% | +19.4% | +13.6% |
| YTD | -3.2% | +3.4% | -6.6% | -8.0% |
| 1Y | +26.1% | +5.3% | +20.8% | +18.5% |
| All | +154.8% | +44.4% | +110.3% | +99.4% |
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