+144.6%
IEFA vs HUBB
+446.9%
-302.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -1.5% | -10.0% | +8.5% | +2.0% |
| 3M | +3.4% | -1.6% | +5.0% | +3.4% |
| 6M | +9.5% | -3.1% | +12.6% | +9.5% |
| YTD | +13.0% | +4.6% | +8.5% | +9.7% |
| 1Y | +18.0% | +3.3% | +14.7% | +14.6% |
| 3Y | +65.4% | +46.6% | +18.8% | +36.2% |
| 5Y | +51.6% | +158.7% | -107.1% | -3.8% |
| All | +144.6% | +446.9% | -302.3% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling