+141.9%
EWJ vs HUBB
+446.9%
-305.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.7% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.8% | -10.0% | +10.7% | +4.1% |
| 3M | +7.5% | -1.6% | +9.1% | +7.7% |
| 6M | +15.6% | -3.1% | +18.7% | +15.9% |
| YTD | +22.7% | +4.6% | +18.1% | +20.0% |
| 1Y | +26.4% | +3.3% | +23.1% | +23.7% |
| 3Y | +72.5% | +46.6% | +26.0% | +47.9% |
| 5Y | +52.4% | +158.7% | -106.2% | +6.2% |
| All | +141.9% | +446.9% | -305.0% | +29.0% |
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