+648.6%
HUBS vs ELV
+313.1%
+335.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.9% |
| 7D | -9.0% | +2.8% | -11.7% | -9.9% |
| 30D | +7.2% | +4.9% | +2.3% | +5.5% |
| 3M | +20.9% | +4.9% | +16.0% | +18.2% |
| 6M | -13.0% | +45.1% | -58.1% | -24.3% |
| YTD | -43.8% | +20.7% | -64.5% | -48.3% |
| 1Y | -54.6% | +35.0% | -89.7% | -60.2% |
| 3Y | -58.5% | -2.4% | -56.0% | -60.4% |
| 5Y | -66.4% | +25.5% | -91.9% | -71.9% |
| 10Y | +319.2% | +277.1% | +42.1% | +98.8% |
| All | +648.6% | +313.1% | +335.5% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling