+60.8%
EWZ vs HUBB
+389.2%
-328.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | +1.3% | -2.6% | +3.9% | +2.3% |
| 30D | -26.2% | -7.7% | -18.5% | -24.1% |
| 3M | -8.6% | -13.0% | +4.4% | -3.9% |
| 6M | -17.0% | -10.6% | -6.5% | -14.6% |
| YTD | +2.2% | -0.6% | +2.7% | -0.3% |
| 1Y | +2.7% | -4.1% | +6.8% | +1.6% |
| 3Y | +18.2% | +57.2% | -39.0% | -13.2% |
| 5Y | +56.0% | +127.2% | -71.1% | -12.7% |
| 10Y | +60.8% | +386.2% | -325.3% | -43.4% |
| All | +60.8% | +389.2% | -328.4% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling