+62.4%
EWY vs HUBB
-4.0%
+66.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | +0.3% |
| 7D | -8.3% | +0.2% | -8.5% | -8.5% |
| 30D | -20.5% | -8.8% | -11.7% | -13.9% |
| 3M | -11.1% | -12.5% | +1.4% | -0.2% |
| 6M | -7.0% | -14.5% | +7.5% | +8.0% |
| YTD | +56.5% | -0.4% | +56.9% | +64.2% |
| 1Y | +62.4% | -3.4% | +65.9% | +72.7% |
| All | +62.4% | -4.0% | +66.4% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling