+50.4%
EWJ vs HUBB
+157.3%
-106.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 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% | +20.3% |
| 1Y | +26.4% | +3.3% | +23.1% | +24.0% |
| 3Y | +72.5% | +46.6% | +26.0% | +50.1% |
| All | +50.4% | +157.3% | -106.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling