+153.7%
HUBB vs ES
-2.9%
+156.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | -9.3% | -1.2% | -8.1% | -9.1% |
| 3M | -3.9% | +5.0% | -8.9% | -4.8% |
| 6M | -0.8% | -2.8% | +2.0% | -0.6% |
| YTD | +5.6% | +8.6% | -3.0% | +3.6% |
| 1Y | +7.7% | +18.9% | -11.2% | +3.1% |
| 3Y | +47.5% | +32.1% | +15.3% | +34.9% |
| 5Y | +153.7% | -5.1% | +158.7% | +162.3% |
| All | +153.7% | -2.9% | +156.5% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling