+3,369.5%
HUBB vs EL
+1,648.4%
+1,721.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | +4.8% | +1.7% | +3.1% | +4.3% |
| 30D | -9.3% | +15.5% | -24.8% | -13.4% |
| 3M | -3.9% | +20.6% | -24.4% | -9.6% |
| 6M | -0.8% | +10.5% | -11.3% | -5.5% |
| YTD | +5.6% | -1.9% | +7.5% | +3.0% |
| 1Y | +7.7% | +16.1% | -8.3% | -0.6% |
| 3Y | +47.5% | -30.2% | +77.7% | +47.8% |
| 5Y | +153.7% | -67.4% | +221.1% | +214.8% |
| 10Y | +433.0% | +31.2% | +401.8% | +326.3% |
| All | +3,369.5% | +1,648.4% | +1,721.1% | +1,435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling