-3.4%
HUBB vs ESI
+27.8%
-31.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.2% | -0.7% |
| 7D | +0.2% | -6.6% | +6.8% | +2.8% |
| 30D | -8.8% | -10.9% | +2.1% | -5.0% |
| 3M | -12.5% | -13.8% | +1.4% | -7.9% |
| 6M | -14.5% | -21.5% | +7.0% | -6.9% |
| YTD | -0.4% | +34.7% | -35.1% | -16.5% |
| 1Y | -3.4% | +24.9% | -28.3% | -15.7% |
| All | -3.4% | +27.8% | -31.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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