-54.1%
HUBS vs ESI
+27.8%
-81.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -5.5% |
| 7D | -13.0% | -6.6% | -6.4% | -14.6% |
| 30D | -1.8% | -10.9% | +9.1% | -4.3% |
| 3M | -13.0% | -13.8% | +0.9% | -15.4% |
| 6M | -12.4% | -21.5% | +9.1% | -15.7% |
| YTD | -46.0% | +34.7% | -80.7% | -55.4% |
| 1Y | -54.1% | +24.9% | -79.0% | -61.0% |
| All | -54.1% | +27.8% | -81.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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