+648.6%
HUBS vs FXI
+18.6%
+630.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -9.0% | -3.9% | -5.1% | -6.9% |
| 30D | +7.2% | -2.1% | +9.3% | +8.4% |
| 3M | +20.9% | -0.5% | +21.3% | +21.2% |
| 6M | -13.0% | -4.5% | -8.5% | -11.3% |
| YTD | -43.8% | -9.2% | -34.6% | -41.5% |
| 1Y | -54.6% | -13.8% | -40.9% | -51.5% |
| 3Y | -58.5% | +36.6% | -95.0% | -68.1% |
| 5Y | -66.4% | -6.7% | -59.7% | -67.6% |
| 10Y | +319.2% | +14.8% | +304.4% | +255.4% |
| All | +648.6% | +18.6% | +630.0% | +472.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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