-58.5%
HUBS vs ELF
-29.5%
-29.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -9.0% | -11.6% | +2.6% | -7.1% |
| 30D | +7.2% | +4.6% | +2.6% | +6.4% |
| 3M | +20.9% | +59.7% | -38.8% | +11.5% |
| 6M | -13.0% | +21.2% | -34.2% | -16.4% |
| YTD | -43.8% | +27.4% | -71.3% | -46.8% |
| 1Y | -54.6% | -29.8% | -24.8% | -53.0% |
| 3Y | -58.5% | -28.5% | -30.0% | -60.1% |
| All | -58.5% | -29.5% | -29.0% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling