+159.4%
HUBB vs EFV
+95.9%
+63.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.9% |
| 7D | -0.1% | -0.8% | +0.7% | +0.6% |
| 30D | -10.0% | +0.6% | -10.6% | -10.4% |
| 3M | -1.6% | +7.5% | -9.1% | -7.0% |
| 6M | -3.1% | +13.0% | -16.1% | -12.3% |
| YTD | +4.6% | +18.3% | -13.7% | -8.7% |
| 1Y | +3.3% | +26.7% | -23.4% | -14.4% |
| 3Y | +46.6% | +89.6% | -43.0% | -11.2% |
| All | +159.4% | +95.9% | +63.5% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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