+154.2%
HUBB vs EL
-69.5%
+223.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.1% |
| 7D | -1.7% | -4.4% | +2.7% | -0.9% |
| 30D | -12.7% | +10.3% | -22.9% | -14.5% |
| 3M | -2.9% | +13.4% | -16.3% | -5.7% |
| 6M | -4.8% | +3.1% | -7.9% | -6.4% |
| YTD | +2.8% | -6.9% | +9.7% | +2.3% |
| 1Y | +3.5% | +11.9% | -8.4% | -1.4% |
| 3Y | +43.5% | -33.8% | +77.4% | +46.4% |
| 5Y | +154.2% | -69.0% | +223.2% | +231.5% |
| All | +154.2% | -69.5% | +223.7% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling