+51.6%
HUBS vs ELAN
-28.2%
+79.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -9.0% | -5.4% | -3.6% | -7.4% |
| 30D | +7.2% | +4.7% | +2.5% | +5.5% |
| 3M | +20.9% | -3.7% | +24.5% | +22.2% |
| 6M | -13.0% | -1.2% | -11.8% | -14.6% |
| YTD | -43.8% | +2.4% | -46.2% | -45.8% |
| 1Y | -54.6% | +23.4% | -78.0% | -59.2% |
| 3Y | -58.5% | +96.7% | -155.1% | -71.5% |
| 5Y | -66.4% | -30.6% | -35.8% | -65.3% |
| All | +51.6% | -28.2% | +79.7% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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