+642.7%
HUBS vs EIX
+56.7%
+586.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -12.4% | +0.8% | -13.2% | -12.6% |
| 30D | +1.4% | -18.8% | +20.2% | +4.9% |
| 3M | +16.0% | -19.7% | +35.6% | +20.1% |
| 6M | -17.0% | -18.2% | +1.2% | -14.9% |
| YTD | -44.3% | -1.7% | -42.5% | -45.8% |
| 1Y | -54.3% | +7.8% | -62.1% | -56.7% |
| 3Y | -58.4% | -5.6% | -52.8% | -60.2% |
| 5Y | -66.7% | +23.7% | -90.3% | -70.6% |
| 10Y | +315.9% | +21.4% | +294.5% | +252.6% |
| All | +642.7% | +56.7% | +586.0% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling