+209.3%
FXI vs HUBB
+1,582.3%
-1,373.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.5% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -2.1% | -10.0% | +7.9% | +2.9% |
| 3M | -0.5% | -1.6% | +1.1% | -1.1% |
| 6M | -4.5% | -3.1% | -1.4% | -5.2% |
| YTD | -9.2% | +4.6% | -13.8% | -13.7% |
| 1Y | -13.8% | +3.3% | -17.1% | -18.0% |
| 3Y | +36.6% | +46.6% | -10.0% | +1.7% |
| 5Y | -6.7% | +158.7% | -165.3% | -52.4% |
| 10Y | +14.8% | +443.5% | -428.6% | -67.6% |
| All | +209.3% | +1,582.3% | -1,373.0% | -66.8% |
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