-66.4%
HUBS vs ETR
+122.3%
-188.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -9.0% | -1.8% | -7.2% | -8.9% |
| 30D | +7.2% | -1.8% | +9.0% | +7.3% |
| 3M | +20.9% | -3.6% | +24.4% | +20.9% |
| 6M | -13.0% | +2.6% | -15.7% | -14.2% |
| YTD | -43.8% | +16.0% | -59.9% | -46.0% |
| 1Y | -54.6% | +20.1% | -74.8% | -56.7% |
| 3Y | -58.5% | +143.6% | -202.0% | -65.9% |
| All | -66.4% | +122.3% | -188.7% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling