+432.5%
EWZ vs HUBB
+3,289.9%
-2,857.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.5% | +0.5% | +6.0% | +6.1% |
| 30D | +4.8% | -10.0% | +14.9% | +10.8% |
| 3M | +9.9% | -4.8% | +14.7% | +11.4% |
| 6M | +1.9% | -5.6% | +7.5% | +2.9% |
| YTD | +20.3% | +4.7% | +15.6% | +14.3% |
| 1Y | +35.6% | +6.7% | +28.9% | +26.5% |
| 3Y | +43.4% | +45.8% | -2.3% | +3.6% |
| 5Y | +55.9% | +145.9% | -90.0% | -23.6% |
| 10Y | +84.2% | +418.6% | -334.4% | -46.6% |
| All | +432.5% | +3,289.9% | -2,857.4% | -45.0% |
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