+376.9%
HUBB vs ES
+98.2%
+278.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +1.8% | +2.7% | -1.0% | +1.0% |
| 30D | -7.7% | +7.6% | -15.3% | -9.7% |
| 3M | -13.6% | +0.5% | -14.1% | -13.9% |
| 6M | -9.1% | +7.6% | -16.7% | -11.5% |
| YTD | -0.7% | +10.2% | -11.0% | -4.4% |
| 1Y | +1.1% | +1.8% | -0.8% | -0.7% |
| 3Y | +56.2% | +55.4% | +0.8% | +28.9% |
| 5Y | +126.6% | +7.3% | +119.3% | +114.4% |
| All | +376.9% | +98.2% | +278.7% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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