+352.2%
EWZ vs HUBB
+3,121.2%
-2,769.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | +1.3% | -2.6% | +3.9% | +2.7% |
| 30D | -26.2% | -7.7% | -18.5% | -23.5% |
| 3M | -8.6% | -13.0% | +4.4% | -2.5% |
| 6M | -17.0% | -10.6% | -6.5% | -13.9% |
| YTD | +2.2% | -0.6% | +2.7% | -1.1% |
| 1Y | +2.7% | -4.1% | +6.8% | +1.1% |
| 3Y | +18.2% | +57.2% | -39.0% | -18.9% |
| 5Y | +56.0% | +127.2% | -71.1% | -20.3% |
| 10Y | +60.8% | +386.2% | -325.3% | -52.0% |
| All | +352.2% | +3,121.2% | -2,769.0% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling