+855.0%
EXPE vs HUBB
+1,555.4%
-700.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -9.5% | +0.5% | -10.1% | -9.8% |
| 30D | -6.6% | -10.0% | +3.4% | -0.8% |
| 3M | +31.4% | -4.8% | +36.1% | +32.9% |
| 6M | +35.2% | -5.6% | +40.7% | +35.6% |
| YTD | +5.8% | +4.7% | +1.1% | -1.1% |
| 1Y | +38.7% | +6.7% | +32.0% | +27.4% |
| 3Y | +175.8% | +45.8% | +130.0% | +98.3% |
| 5Y | +111.8% | +145.9% | -34.1% | +5.8% |
| 10Y | +179.7% | +418.6% | -238.9% | -17.2% |
| All | +855.0% | +1,555.4% | -700.3% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling