+642.7%
HUBS vs ED
+180.9%
+461.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.9% |
| 7D | -12.4% | -1.9% | -10.5% | -12.4% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | +16.0% | 0.0% | +16.0% | +16.0% |
| 6M | -17.0% | -2.5% | -14.5% | -16.9% |
| YTD | -44.3% | +10.1% | -54.4% | -44.5% |
| 1Y | -54.3% | +13.6% | -67.9% | -54.5% |
| 3Y | -58.4% | +32.4% | -90.8% | -59.6% |
| 5Y | -66.7% | +69.9% | -136.5% | -68.2% |
| 10Y | +315.9% | +109.2% | +206.7% | +301.3% |
| All | +642.7% | +180.9% | +461.8% | +582.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling