+296.0%
HUBB vs ESTC
+25.9%
+270.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.8% | +2.4% | -0.7% | +1.4% |
| 30D | -7.7% | -4.2% | -3.4% | -7.3% |
| 3M | -13.6% | +2.5% | -16.0% | -14.4% |
| 6M | -9.1% | +81.5% | -90.6% | -17.7% |
| YTD | -0.7% | +16.8% | -17.6% | -4.9% |
| 1Y | +1.1% | -3.5% | +4.5% | -0.6% |
| 3Y | +56.2% | +17.7% | +38.5% | +43.1% |
| 5Y | +126.6% | -51.7% | +178.4% | +127.4% |
| All | +296.0% | +25.9% | +270.1% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling