-58.5%
HUBS vs ED
+33.0%
-91.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.7% |
| 7D | -9.0% | -0.8% | -8.2% | -9.3% |
| 30D | +7.2% | -0.4% | +7.7% | +7.0% |
| 3M | +20.9% | +0.5% | +20.4% | +21.3% |
| 6M | -13.0% | -3.1% | -9.9% | -13.6% |
| YTD | -43.8% | +9.8% | -53.7% | -40.8% |
| 1Y | -54.6% | +12.6% | -67.2% | -51.5% |
| 3Y | -58.5% | +31.4% | -89.9% | -54.7% |
| All | -58.5% | +33.0% | -91.5% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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