+19.0%
EWZ vs HUBB
+58.1%
-39.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | +0.3% |
| 7D | -1.5% | +1.7% | -3.1% | -1.8% |
| 30D | -24.5% | -9.7% | -14.9% | -23.3% |
| 3M | -10.7% | -15.2% | +4.5% | -8.2% |
| 6M | -19.1% | -14.0% | -5.1% | -17.3% |
| YTD | +1.6% | -2.4% | +4.1% | +1.2% |
| 1Y | +4.3% | -5.8% | +10.1% | +4.4% |
| 3Y | +19.0% | +60.4% | -41.4% | +14.7% |
| All | +19.0% | +58.1% | -39.1% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling