+66.5%
EWZ vs HUBB
+381.1%
-314.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.8% | +1.8% | -1.0% | 0.0% |
| 30D | -24.4% | -7.7% | -16.7% | -22.2% |
| 3M | -4.6% | -13.6% | +9.0% | +0.7% |
| 6M | -11.6% | -9.1% | -2.4% | -9.6% |
| YTD | +2.4% | -0.7% | +3.1% | 0.0% |
| 1Y | +2.1% | +1.1% | +1.0% | -1.2% |
| 3Y | +18.7% | +56.2% | -37.5% | -12.5% |
| 5Y | +54.2% | +126.6% | -72.4% | -13.7% |
| All | +66.5% | +381.1% | -314.6% | -41.3% |
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 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