+152,497.6%
HUBB vs ES
+1,243.3%
+151,254.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | -10.0% | -2.0% | -8.1% | -9.5% |
| 3M | -4.8% | +1.7% | -6.4% | -5.5% |
| 6M | -5.6% | -3.5% | -2.0% | -5.0% |
| YTD | +4.7% | +7.9% | -3.2% | +1.4% |
| 1Y | +6.7% | +17.2% | -10.5% | +0.1% |
| 3Y | +45.8% | +29.3% | +16.4% | +29.0% |
| 5Y | +145.9% | -5.7% | +151.7% | +140.5% |
| 10Y | +418.6% | +85.2% | +333.4% | +296.9% |
| All | +152,497.6% | +1,243.3% | +151,254.3% | +78,644.8% |
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