-66.4%
HUBS vs EWJ
+50.5%
-116.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.1% |
| 7D | -9.0% | +0.3% | -9.3% | -9.2% |
| 30D | +7.2% | +0.8% | +6.5% | +6.4% |
| 3M | +20.9% | +7.5% | +13.4% | +11.4% |
| 6M | -13.0% | +15.6% | -28.6% | -27.3% |
| YTD | -43.8% | +22.7% | -66.6% | -57.2% |
| 1Y | -54.6% | +26.4% | -81.1% | -66.9% |
| 3Y | -58.5% | +72.5% | -131.0% | -81.8% |
| All | -66.4% | +50.5% | -116.9% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling