+67.6%
EWZ vs HUBB
+154.5%
-86.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +5.6% | +4.8% | +0.7% | +4.6% |
| 30D | +9.3% | -9.3% | +18.6% | +11.3% |
| 3M | +15.7% | -3.9% | +19.6% | +16.1% |
| 6M | +7.4% | -0.8% | +8.3% | +6.8% |
| YTD | +22.7% | +5.6% | +17.1% | +20.6% |
| 1Y | +36.4% | +7.7% | +28.6% | +33.3% |
| 3Y | +50.4% | +47.5% | +2.9% | +36.1% |
| 5Y | +67.6% | +153.7% | -86.0% | +32.1% |
| All | +67.6% | +154.5% | -86.9% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling