+431.6%
HUBB vs EXR
+148.1%
+283.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.0% |
| 30D | -9.6% | -7.5% | -2.1% | -7.5% |
| 3M | -6.2% | -7.5% | +1.3% | -4.3% |
| 6M | -6.2% | -5.2% | -1.0% | -5.2% |
| YTD | +3.4% | +6.5% | -3.2% | +0.6% |
| 1Y | +5.3% | -2.0% | +7.3% | +4.9% |
| 3Y | +44.4% | +21.5% | +22.8% | +30.4% |
| 5Y | +152.4% | -11.5% | +163.9% | +150.0% |
| All | +431.6% | +148.1% | +283.5% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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