+664.8%
HUBS vs ECL
+173.3%
+491.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.1% | -2.8% |
| 7D | -6.2% | -2.7% | -3.5% | -4.4% |
| 30D | +6.6% | -4.3% | +10.9% | +9.9% |
| 3M | +16.4% | +3.2% | +13.2% | +14.3% |
| 6M | -19.7% | -2.9% | -16.8% | -19.0% |
| YTD | -42.6% | +4.3% | -46.9% | -45.5% |
| 1Y | -54.2% | +1.6% | -55.8% | -55.7% |
| 3Y | -57.1% | +54.3% | -111.4% | -70.7% |
| 5Y | -66.2% | +26.5% | -92.7% | -73.5% |
| 10Y | +328.3% | +155.6% | +172.7% | +93.0% |
| All | +664.8% | +173.3% | +491.5% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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