+317.6%
HUBB vs ESTC
+31.2%
+286.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.7% |
| 7D | +0.5% | -8.1% | +8.6% | +1.6% |
| 30D | -10.0% | +31.7% | -41.7% | -13.9% |
| 3M | -4.8% | +41.1% | -45.8% | -10.0% |
| 6M | -5.6% | +77.1% | -82.6% | -14.3% |
| YTD | +4.7% | +21.7% | -17.0% | -0.1% |
| 1Y | +6.7% | +8.4% | -1.7% | +3.1% |
| 3Y | +45.8% | +23.6% | +22.1% | +32.6% |
| 5Y | +145.9% | -46.5% | +192.4% | +142.4% |
| All | +317.6% | +31.2% | +286.4% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling