+664.8%
HUBS vs EL
+54.3%
+610.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.9% |
| 7D | -6.2% | -2.4% | -3.9% | -5.2% |
| 30D | +6.6% | +13.7% | -7.1% | -0.2% |
| 3M | +16.4% | +14.5% | +1.9% | +8.9% |
| 6M | -19.7% | +7.4% | -27.2% | -24.2% |
| YTD | -42.6% | -4.7% | -37.9% | -43.7% |
| 1Y | -54.2% | +12.9% | -67.1% | -59.1% |
| 3Y | -57.1% | -32.2% | -24.9% | -55.0% |
| 5Y | -66.2% | -68.4% | +2.1% | -41.6% |
| 10Y | +328.3% | +28.3% | +300.0% | +241.2% |
| All | +664.8% | +54.3% | +610.4% | +460.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling