+437.9%
HUBB vs EL
+26.1%
+411.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -0.1% | -6.5% | +6.4% | +1.8% |
| 30D | -10.0% | +11.1% | -21.1% | -13.0% |
| 3M | -1.6% | +10.7% | -12.3% | -5.1% |
| 6M | -3.1% | +6.9% | -10.0% | -6.6% |
| YTD | +4.6% | -6.3% | +10.9% | +3.4% |
| 1Y | +3.3% | +13.5% | -10.1% | -4.3% |
| 3Y | +46.6% | -33.1% | +79.6% | +50.6% |
| 5Y | +158.7% | -68.8% | +227.4% | +255.0% |
| All | +437.9% | +26.1% | +411.8% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling