+393.0%
EFA vs HUBB
+2,808.5%
-2,415.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +1.2% | +4.8% | -3.6% | -0.9% |
| 30D | -0.7% | -9.3% | +8.6% | +3.5% |
| 3M | +6.4% | -3.9% | +10.3% | +7.4% |
| 6M | +11.4% | -0.8% | +12.2% | +10.1% |
| YTD | +14.0% | +5.6% | +8.4% | +9.2% |
| 1Y | +20.2% | +7.7% | +12.5% | +13.5% |
| 3Y | +68.2% | +47.5% | +20.7% | +31.2% |
| 5Y | +54.8% | +153.7% | -98.9% | -10.2% |
| 10Y | +142.4% | +433.0% | -290.6% | -9.6% |
| All | +393.0% | +2,808.5% | -2,415.4% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling