+648.6%
HUBS vs EFV
+148.1%
+500.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.3% |
| 7D | -9.0% | -0.8% | -8.2% | -8.2% |
| 30D | +7.2% | +0.6% | +6.6% | +6.6% |
| 3M | +20.9% | +7.5% | +13.3% | +12.1% |
| 6M | -13.0% | +13.0% | -26.1% | -24.5% |
| YTD | -43.8% | +18.3% | -62.2% | -54.1% |
| 1Y | -54.6% | +26.7% | -81.4% | -65.6% |
| 3Y | -58.5% | +89.6% | -148.0% | -79.7% |
| 5Y | -66.4% | +98.2% | -164.6% | -84.1% |
| 10Y | +319.2% | +167.4% | +151.8% | +45.5% |
| All | +648.6% | +148.1% | +500.5% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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