+423.0%
HUBB vs ESI
+198.2%
+224.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.8% | +5.5% | -3.8% | -0.1% |
| 30D | -7.7% | -7.8% | +0.1% | -5.4% |
| 3M | -13.6% | -15.0% | +1.4% | -9.3% |
| 6M | -9.1% | -24.9% | +15.8% | -1.1% |
| YTD | -0.7% | +33.2% | -34.0% | -11.5% |
| 1Y | +1.1% | +24.9% | -23.9% | -8.0% |
| 3Y | +56.2% | +77.8% | -21.6% | +26.2% |
| 5Y | +126.6% | +37.1% | +89.5% | +94.7% |
| 10Y | +384.6% | +320.5% | +64.1% | +201.8% |
| All | +423.0% | +198.2% | +224.8% | +266.8% |
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