+65.4%
IEFA vs HUBB
+46.2%
+19.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -1.5% | -10.0% | +8.5% | +0.9% |
| 3M | +3.4% | -1.6% | +5.0% | +3.4% |
| 6M | +9.5% | -3.1% | +12.6% | +9.4% |
| YTD | +13.0% | +4.6% | +8.5% | +10.8% |
| 1Y | +18.0% | +3.3% | +14.7% | +15.7% |
| 3Y | +65.4% | +46.6% | +18.8% | +44.0% |
| All | +65.4% | +46.2% | +19.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling