+456.3%
HUBB vs ESI
+226.4%
+229.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +4.8% | +5.4% | -0.5% | +3.0% |
| 30D | -9.3% | -4.2% | -5.1% | -8.1% |
| 3M | -3.9% | -9.6% | +5.7% | -1.0% |
| 6M | -0.8% | +18.3% | -19.2% | -7.2% |
| YTD | +5.6% | +45.8% | -40.3% | -8.2% |
| 1Y | +7.7% | +39.2% | -31.4% | -5.1% |
| 3Y | +47.5% | +86.3% | -38.8% | +17.7% |
| 5Y | +153.7% | +76.2% | +77.5% | +102.7% |
| 10Y | +433.0% | +306.8% | +126.3% | +228.7% |
| All | +456.3% | +226.4% | +229.8% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling