+142.8%
EFA vs HUBB
+446.9%
-304.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -1.7% | -10.0% | +8.3% | +1.9% |
| 3M | +3.5% | -1.6% | +5.1% | +3.5% |
| 6M | +9.5% | -3.1% | +12.6% | +9.4% |
| YTD | +12.9% | +4.6% | +8.3% | +9.6% |
| 1Y | +18.2% | +3.3% | +14.9% | +14.8% |
| 3Y | +64.8% | +46.6% | +18.3% | +35.7% |
| 5Y | +53.9% | +158.7% | -104.8% | -2.3% |
| All | +142.8% | +446.9% | -304.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling