+648.6%
HUBS vs ET
+98.5%
+550.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | +7.2% | +2.9% | +4.4% | +6.4% |
| 3M | +20.9% | +16.8% | +4.1% | +16.0% |
| 6M | -13.0% | +18.9% | -31.9% | -17.0% |
| YTD | -43.8% | +37.7% | -81.6% | -48.5% |
| 1Y | -54.6% | +32.4% | -87.1% | -58.0% |
| 3Y | -58.5% | +99.5% | -157.9% | -65.2% |
| 5Y | -66.4% | +244.0% | -310.4% | -75.1% |
| 10Y | +319.2% | +172.1% | +147.1% | +202.8% |
| All | +648.6% | +98.5% | +550.1% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling