-55.9%
HUBS vs ELV
+39.8%
-95.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -14.4% | +2.4% | -16.8% | -14.6% |
| 30D | -5.6% | +8.0% | -13.6% | -6.0% |
| 3M | -18.1% | +10.9% | -29.0% | -18.5% |
| 6M | -16.7% | +18.0% | -34.7% | -17.3% |
| YTD | -48.9% | +25.0% | -74.0% | -48.8% |
| 1Y | -55.9% | +38.5% | -94.4% | -57.9% |
| All | -55.9% | +39.8% | -95.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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