+222.9%
EWY vs HUBS
-58.2%
+281.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.2% |
| 7D | -0.1% | -9.0% | +8.9% | +0.1% |
| 30D | +7.3% | +7.2% | +0.1% | +7.1% |
| 3M | -5.1% | +20.9% | -26.0% | -6.4% |
| 6M | +42.1% | -13.0% | +55.1% | +43.5% |
| YTD | +94.1% | -43.8% | +138.0% | +108.2% |
| 1Y | +147.8% | -54.6% | +202.5% | +174.9% |
| 3Y | +222.9% | -58.5% | +281.4% | +251.2% |
| All | +222.9% | -58.2% | +281.2% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 3y: compounded portfolio wealth divided by compounded HUBS 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…
3y analysis · Full analysis span regression · 6 months rolling