-58.5%
HUBS vs ET
+96.2%
-154.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | +7.2% | +2.9% | +4.4% | +5.9% |
| 3M | +20.9% | +16.8% | +4.1% | +12.7% |
| 6M | -13.0% | +18.9% | -31.9% | -19.9% |
| YTD | -43.8% | +37.7% | -81.6% | -52.2% |
| 1Y | -54.6% | +32.4% | -87.1% | -60.6% |
| 3Y | -58.5% | +99.5% | -157.9% | -69.2% |
| All | -58.5% | +96.2% | -154.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling