+146,154.7%
HUBB vs ES
+1,229.2%
+144,925.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +1.8% | -0.1% | +1.9% | +1.7% |
| 30D | -6.9% | +5.7% | -12.6% | -8.7% |
| 3M | -13.8% | -2.8% | -11.0% | -13.3% |
| 6M | -9.8% | +7.0% | -16.8% | -12.2% |
| YTD | +0.3% | +6.8% | -6.5% | -2.8% |
| 1Y | -3.3% | -0.5% | -2.9% | -4.6% |
| 3Y | +61.0% | +47.2% | +13.9% | +36.3% |
| 5Y | +128.5% | +2.3% | +126.2% | +116.9% |
| 10Y | +398.9% | +85.6% | +313.3% | +280.7% |
| All | +146,154.7% | +1,229.2% | +144,925.5% | +75,395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling