+42.1%
EWZ vs HUBS
+651.4%
-609.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +6.5% | -5.0% | +11.5% | +7.3% |
| 30D | +4.8% | -1.0% | +5.9% | +4.1% |
| 3M | +9.9% | +12.4% | -2.5% | +5.9% |
| 6M | +1.9% | -11.1% | +13.1% | +0.5% |
| YTD | +20.3% | -38.3% | +58.6% | +26.0% |
| 1Y | +35.6% | -46.7% | +82.3% | +45.0% |
| 3Y | +43.4% | -55.1% | +98.6% | +53.6% |
| 5Y | +55.9% | -64.8% | +120.8% | +64.6% |
| 10Y | +84.2% | +334.3% | -250.2% | -6.0% |
| All | +42.1% | +651.4% | -609.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling