+58.5%
HUBB vs EXR
+54.2%
+4.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | -6.4% | +18.8% | -25.2% | -9.3% |
| 3M | -14.4% | +9.9% | -24.3% | -15.8% |
| 6M | -9.0% | +12.6% | -21.6% | -11.2% |
| YTD | +0.7% | +26.5% | -25.8% | -4.3% |
| 1Y | -0.3% | +24.5% | -24.8% | -5.0% |
| All | +58.5% | +54.2% | +4.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling