+147.8%
EWY vs HUBB
+5.5%
+142.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +1.8% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +7.3% | -10.0% | +17.3% | +17.1% |
| 3M | -5.1% | -1.6% | -3.5% | -1.4% |
| 6M | +42.1% | -3.1% | +45.1% | +46.3% |
| YTD | +94.1% | +4.6% | +89.5% | +97.9% |
| 1Y | +147.8% | +3.3% | +144.5% | +149.0% |
| All | +147.8% | +5.5% | +142.3% | +149.0% |
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 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