+157.8%
HUBB vs EXR
-11.6%
+169.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | -9.3% | -6.9% | -2.4% | -7.4% |
| 3M | -3.9% | -3.0% | -0.9% | -3.4% |
| 6M | -0.8% | -2.9% | +2.1% | -0.6% |
| YTD | +5.6% | +9.3% | -3.7% | +2.0% |
| 1Y | +7.7% | -0.9% | +8.7% | +6.9% |
| 3Y | +47.5% | +24.7% | +22.8% | +31.0% |
| All | +157.8% | -11.6% | +169.4% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling