-46.7%
HUBS vs ETR
+23.8%
-70.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -3.3% |
| 7D | -5.0% | +1.4% | -6.5% | -4.1% |
| 30D | -1.0% | +1.0% | -2.0% | -0.3% |
| 3M | +12.4% | -1.3% | +13.6% | +11.7% |
| 6M | -11.1% | +1.9% | -13.0% | -10.1% |
| YTD | -38.3% | +18.2% | -56.5% | -38.2% |
| 1Y | -46.7% | +24.7% | -71.4% | -47.1% |
| All | -46.7% | +23.8% | -70.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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