+515.5%
AEHR vs HUBB
+2,060.6%
-1,545.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.8% |
| 7D | +18.5% | +4.8% | +13.7% | +15.5% |
| 30D | -11.9% | -9.3% | -2.6% | -6.7% |
| 3M | -5.0% | -3.9% | -1.1% | -1.4% |
| 6M | +155.0% | -0.8% | +155.8% | +164.7% |
| YTD | +349.7% | +5.6% | +344.1% | +359.1% |
| 1Y | +260.4% | +7.7% | +252.7% | +268.4% |
| 3Y | +83.6% | +47.5% | +36.1% | +65.2% |
| 5Y | +917.8% | +153.7% | +764.1% | +631.9% |
| 10Y | +3,517.1% | +433.0% | +3,084.1% | +1,751.3% |
| All | +515.5% | +2,060.6% | -1,545.1% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling