+648.6%
HUBS vs EWJ
+173.1%
+475.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.3% |
| 7D | -9.0% | +0.3% | -9.3% | -9.2% |
| 30D | +7.2% | +0.8% | +6.5% | +6.3% |
| 3M | +20.9% | +7.5% | +13.4% | +10.4% |
| 6M | -13.0% | +15.6% | -28.6% | -28.1% |
| YTD | -43.8% | +22.7% | -66.6% | -57.4% |
| 1Y | -54.6% | +26.4% | -81.1% | -66.9% |
| 3Y | -58.5% | +72.5% | -131.0% | -79.7% |
| 5Y | -66.4% | +52.4% | -118.9% | -80.6% |
| 10Y | +319.2% | +143.8% | +175.4% | +49.6% |
| All | +648.6% | +173.1% | +475.5% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling