+590.1%
EWT vs HUBB
+3,467.9%
-2,877.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.0% |
| 7D | +1.6% | +4.8% | -3.2% | -0.5% |
| 30D | +8.2% | -9.3% | +17.5% | +12.8% |
| 3M | +11.1% | -3.9% | +14.9% | +12.8% |
| 6M | +60.4% | -0.8% | +61.3% | +60.0% |
| YTD | +75.6% | +5.6% | +70.0% | +70.2% |
| 1Y | +91.3% | +7.7% | +83.6% | +83.2% |
| 3Y | +200.3% | +47.5% | +152.8% | +144.2% |
| 5Y | +156.4% | +153.7% | +2.7% | +58.4% |
| 10Y | +495.8% | +433.0% | +62.8% | +143.4% |
| All | +590.1% | +3,467.9% | -2,877.7% | +19.8% |
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