+513.6%
EWT vs HUBB
+446.9%
+66.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.2% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +4.5% | -10.0% | +14.4% | +8.5% |
| 3M | +8.3% | -1.6% | +9.9% | +8.9% |
| 6M | +54.2% | -3.1% | +57.3% | +55.4% |
| YTD | +74.6% | +4.6% | +70.0% | +71.0% |
| 1Y | +84.9% | +3.3% | +81.6% | +81.4% |
| 3Y | +197.5% | +46.6% | +151.0% | +153.5% |
| 5Y | +150.6% | +158.7% | -8.1% | +70.2% |
| All | +513.6% | +446.9% | +66.7% | +208.7% |
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