-58.5%
HUBS vs EL
-34.0%
-24.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -9.0% | -6.5% | -2.5% | -7.5% |
| 30D | +7.2% | +11.1% | -3.9% | +4.4% |
| 3M | +20.9% | +10.7% | +10.2% | +17.8% |
| 6M | -13.0% | +6.9% | -19.9% | -15.4% |
| YTD | -43.8% | -6.3% | -37.6% | -44.0% |
| 1Y | -54.6% | +13.5% | -68.1% | -56.9% |
| 3Y | -58.5% | -33.1% | -25.4% | -56.0% |
| All | -58.5% | -34.0% | -24.5% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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