+278.8%
HUBS vs ELF
+299.0%
-20.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -1.8% |
| 7D | -12.4% | -10.8% | -1.5% | -9.9% |
| 30D | +1.4% | +0.8% | +0.6% | +1.1% |
| 3M | +16.0% | +64.8% | -48.8% | +1.8% |
| 6M | -17.0% | +19.0% | -36.0% | -21.9% |
| YTD | -44.3% | +25.9% | -70.2% | -48.8% |
| 1Y | -54.3% | -28.8% | -25.5% | -52.5% |
| 3Y | -58.4% | -29.6% | -28.8% | -61.4% |
| 5Y | -66.7% | +216.2% | -282.9% | -81.0% |
| All | +278.8% | +299.0% | -20.2% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling