+150.8%
EWJ vs HUBB
+3,093.1%
-2,942.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.5% | -1.7% | +0.2% | -0.9% |
| 30D | +0.2% | -12.7% | +12.8% | +4.7% |
| 3M | +8.6% | -2.9% | +11.5% | +9.3% |
| 6M | +12.1% | -4.8% | +16.9% | +13.2% |
| YTD | +20.1% | +2.8% | +17.3% | +17.9% |
| 1Y | +25.2% | +3.5% | +21.7% | +22.2% |
| 3Y | +70.8% | +43.5% | +27.2% | +45.7% |
| 5Y | +49.2% | +154.2% | -105.0% | +2.5% |
| 10Y | +138.6% | +434.0% | -295.4% | +21.0% |
| All | +150.8% | +3,093.1% | -2,942.3% | -31.9% |
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