-58.5%
HUBS vs EWJ
+73.0%
-131.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | +7.2% | +0.8% | +6.5% | +6.9% |
| 3M | +20.9% | +7.5% | +13.4% | +17.1% |
| 6M | -13.0% | +15.6% | -28.6% | -19.6% |
| YTD | -43.8% | +22.7% | -66.6% | -50.9% |
| 1Y | -54.6% | +26.4% | -81.1% | -61.3% |
| 3Y | -58.5% | +72.5% | -131.0% | -72.3% |
| All | -58.5% | +73.0% | -131.5% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling