+64.6%
EWZ vs HUBS
-67.3%
+131.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +1.1% | -12.4% | +13.5% | +2.0% |
| 30D | +13.5% | +1.4% | +12.1% | +13.1% |
| 3M | +15.2% | +16.0% | -0.7% | +13.1% |
| 6M | +3.7% | -17.0% | +20.7% | +4.0% |
| YTD | +22.5% | -44.3% | +66.8% | +27.4% |
| 1Y | +35.3% | -54.3% | +89.6% | +43.3% |
| 3Y | +50.2% | -58.4% | +108.6% | +57.9% |
| 5Y | +64.6% | -66.7% | +131.2% | +67.0% |
| All | +64.6% | -67.3% | +131.9% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling