-46.7%
HUBS vs ELF
-17.5%
-29.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.1% | -3.3% |
| 7D | -5.0% | +5.4% | -10.4% | -5.9% |
| 30D | -1.0% | +27.0% | -28.0% | -5.6% |
| 3M | +12.4% | +113.2% | -100.8% | -2.9% |
| 6M | -11.1% | +36.6% | -47.7% | -15.8% |
| YTD | -38.3% | +44.2% | -82.5% | -42.9% |
| 1Y | -46.7% | -18.0% | -28.7% | -43.1% |
| All | -46.7% | -17.5% | -29.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling