+5.3%
HUBB vs ES
+17.2%
-11.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -9.6% | -1.0% | -8.6% | -9.6% |
| 3M | -6.2% | +1.5% | -7.7% | -6.2% |
| 6M | -6.2% | -3.5% | -2.7% | -6.3% |
| YTD | +3.4% | +7.0% | -3.6% | +3.0% |
| 1Y | +5.3% | +15.3% | -10.0% | +1.4% |
| All | +5.3% | +17.2% | -11.8% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling