+89.4%
EWZ vs HUBS
+323.9%
-234.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +0.9% | -9.0% | +9.9% | +2.4% |
| 30D | +12.8% | +7.2% | +5.5% | +10.9% |
| 3M | +10.8% | +20.9% | -10.1% | +5.3% |
| 6M | +2.5% | -13.0% | +15.5% | +1.4% |
| YTD | +21.4% | -43.8% | +65.2% | +29.2% |
| 1Y | +32.8% | -54.6% | +87.4% | +46.6% |
| 3Y | +45.2% | -58.5% | +103.7% | +57.5% |
| 5Y | +63.0% | -66.4% | +129.4% | +73.4% |
| All | +89.4% | +323.9% | -234.5% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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