+698.7%
HUBS vs ES
+129.6%
+569.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -4.3% | +1.4% | -5.7% | -4.6% |
| 30D | +14.2% | -1.2% | +15.4% | +14.5% |
| 3M | +15.5% | +5.0% | +10.5% | +14.3% |
| 6M | -18.9% | -2.8% | -16.1% | -18.6% |
| YTD | -40.1% | +8.6% | -48.7% | -41.7% |
| 1Y | -51.8% | +18.9% | -70.7% | -54.3% |
| 3Y | -55.2% | +32.1% | -87.4% | -59.7% |
| 5Y | -64.7% | -5.1% | -59.6% | -65.1% |
| 10Y | +327.0% | +84.2% | +242.8% | +277.4% |
| All | +698.7% | +129.6% | +569.1% | +579.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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