-58.5%
HUBS vs ELV
-2.1%
-56.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -9.0% | +3.2% | -12.2% | -9.2% |
| 30D | +7.2% | +5.4% | +1.9% | +6.8% |
| 3M | +20.9% | +5.4% | +15.5% | +20.2% |
| 6M | -13.0% | +45.7% | -58.7% | -15.8% |
| YTD | -43.8% | +21.2% | -65.0% | -44.6% |
| 1Y | -54.6% | +35.6% | -90.3% | -55.9% |
| 3Y | -58.5% | -2.0% | -56.5% | -59.8% |
| All | -58.5% | -2.1% | -56.3% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling