+154.2%
HUBB vs ESI
+66.0%
+88.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.5% |
| 7D | -1.7% | -2.3% | +0.6% | -0.7% |
| 30D | -12.7% | -9.0% | -3.6% | -9.0% |
| 3M | -2.9% | -13.3% | +10.3% | +2.8% |
| 6M | -4.8% | +5.3% | -10.1% | -9.0% |
| YTD | +2.8% | +37.6% | -34.8% | -14.4% |
| 1Y | +3.5% | +33.6% | -30.1% | -12.9% |
| 3Y | +43.5% | +75.8% | -32.2% | +4.7% |
| 5Y | +154.2% | +68.6% | +85.6% | +80.4% |
| All | +154.2% | +66.0% | +88.2% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling