+1,250.3%
EWY vs HUBB
+3,652.7%
-2,402.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.6% |
| 7D | +6.7% | +1.1% | +5.6% | +6.0% |
| 30D | +17.0% | -9.6% | +26.6% | +23.6% |
| 3M | +3.7% | -6.2% | +9.8% | +8.3% |
| 6M | +42.5% | -6.2% | +48.6% | +48.5% |
| YTD | +96.2% | +3.4% | +92.9% | +94.9% |
| 1Y | +160.4% | +5.3% | +155.0% | +154.6% |
| 3Y | +231.7% | +44.4% | +187.3% | +161.5% |
| 5Y | +153.3% | +152.4% | +0.9% | +39.3% |
| 10Y | +308.8% | +437.0% | -128.2% | +34.0% |
| All | +1,250.3% | +3,652.7% | -2,402.4% | +42.3% |
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