+726.6%
EXPE vs HUBB
+1,470.1%
-743.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -0.5% | +1.8% | -2.2% | -1.5% |
| 30D | -6.1% | -7.7% | +1.6% | -2.1% |
| 3M | -21.3% | -13.6% | -7.8% | -15.2% |
| 6M | +19.0% | -9.1% | +28.1% | +22.2% |
| YTD | -8.4% | -0.7% | -7.7% | -12.6% |
| 1Y | -2.8% | +1.1% | -3.9% | -8.2% |
| 3Y | +120.8% | +56.2% | +64.6% | +50.7% |
| 5Y | +46.2% | +126.6% | -80.4% | -23.8% |
| 10Y | +123.8% | +384.6% | -260.7% | -31.5% |
| All | +726.6% | +1,470.1% | -743.4% | -0.6% |
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