+308.1%
HUBS vs EIX
+19.9%
+288.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -9.0% | -1.4% | -7.6% | -8.7% |
| 30D | +7.2% | -19.3% | +26.5% | +11.3% |
| 3M | +20.9% | -21.7% | +42.5% | +26.2% |
| 6M | -13.0% | -19.8% | +6.8% | -10.3% |
| YTD | -43.8% | -3.0% | -40.8% | -45.3% |
| 1Y | -54.6% | +5.1% | -59.7% | -57.0% |
| 3Y | -58.5% | -7.0% | -51.5% | -60.3% |
| 5Y | -66.4% | +22.0% | -88.4% | -70.6% |
| All | +308.1% | +19.9% | +288.3% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling