-7.0%
FXI vs HUBB
+148.7%
-155.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -3.7% | -12.7% | +9.0% | -1.0% |
| 3M | -0.4% | -2.9% | +2.5% | -0.4% |
| 6M | -5.4% | -4.8% | -0.6% | -5.4% |
| YTD | -9.6% | +2.8% | -12.4% | -11.2% |
| 1Y | -11.9% | +3.5% | -15.5% | -13.8% |
| 3Y | +37.8% | +43.5% | -5.7% | +22.2% |
| 5Y | -7.0% | +154.2% | -161.2% | -33.9% |
| All | -7.0% | +148.7% | -155.8% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling