+308.1%
HUBS vs ESI
+312.8%
-4.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -4.6% | -4.4% | -7.1% |
| 30D | +7.2% | -10.5% | +17.7% | +12.2% |
| 3M | +20.9% | -19.8% | +40.7% | +29.0% |
| 6M | -13.0% | +5.8% | -18.8% | -22.4% |
| YTD | -43.8% | +38.3% | -82.2% | -57.4% |
| 1Y | -54.6% | +31.5% | -86.2% | -64.8% |
| 3Y | -58.5% | +80.7% | -139.1% | -73.9% |
| 5Y | -66.4% | +69.4% | -135.8% | -78.1% |
| All | +308.1% | +312.8% | -4.6% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling