+58.5%
HUBB vs ESTC
+13.7%
+44.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.2% | -2.6% | +3.8% | +1.5% |
| 30D | -6.4% | -8.6% | +2.1% | -5.7% |
| 3M | -14.4% | +14.4% | -28.7% | -15.9% |
| 6M | -9.0% | +73.3% | -82.3% | -15.1% |
| YTD | +0.7% | +15.7% | -15.0% | -1.4% |
| 1Y | -0.3% | -7.6% | +7.3% | +0.7% |
| All | +58.5% | +13.7% | +44.8% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling