-66.4%
HUBS vs EL
-69.0%
+2.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -9.0% | -6.5% | -2.5% | -6.4% |
| 30D | +7.2% | +11.1% | -3.9% | +2.3% |
| 3M | +20.9% | +10.7% | +10.2% | +15.7% |
| 6M | -13.0% | +6.9% | -19.9% | -17.0% |
| YTD | -43.8% | -6.3% | -37.6% | -44.3% |
| 1Y | -54.6% | +13.5% | -68.1% | -59.0% |
| 3Y | -58.5% | -33.1% | -25.4% | -54.7% |
| All | -66.4% | -69.0% | +2.7% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling