+46.6%
HUBB vs ESI
+74.1%
-27.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | -0.1% | -4.6% | +4.6% | +2.1% |
| 30D | -10.0% | -10.5% | +0.6% | -5.3% |
| 3M | -1.6% | -19.8% | +18.2% | +8.5% |
| 6M | -3.1% | +5.8% | -8.9% | -8.0% |
| YTD | +4.6% | +38.3% | -33.7% | -14.5% |
| 1Y | +3.3% | +31.5% | -28.2% | -13.8% |
| 3Y | +46.6% | +80.7% | -34.1% | +5.0% |
| All | +46.6% | +74.1% | -27.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling