+88.3%
EXPE vs HUBB
+148.7%
-60.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -11.5% | +1.1% | -12.6% | -12.0% |
| 30D | -13.1% | -9.6% | -3.5% | -9.3% |
| 3M | +18.1% | -6.2% | +24.3% | +19.8% |
| 6M | +13.3% | -6.2% | +19.4% | +13.9% |
| YTD | -3.2% | +3.4% | -6.6% | -8.3% |
| 1Y | +26.1% | +5.3% | +20.8% | +17.9% |
| 3Y | +151.7% | +44.4% | +107.4% | +89.3% |
| 5Y | +88.3% | +152.4% | -64.0% | -2.2% |
| All | +88.3% | +148.7% | -60.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling