+664.8%
HUBS vs ESI
+43.7%
+621.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | -6.2% | +3.9% | -10.2% | -7.6% |
| 30D | +6.6% | -3.8% | +10.4% | +7.8% |
| 3M | +16.4% | -13.1% | +29.6% | +19.1% |
| 6M | -19.7% | +11.3% | -31.1% | -27.9% |
| YTD | -42.6% | +44.1% | -86.7% | -54.4% |
| 1Y | -54.2% | +40.3% | -94.5% | -63.3% |
| 3Y | -57.1% | +84.1% | -141.2% | -70.0% |
| 5Y | -66.2% | +75.8% | -142.0% | -75.8% |
| 10Y | +328.3% | +320.7% | +7.5% | +115.3% |
| All | +664.8% | +43.7% | +621.1% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling