+128.5%
EEM vs HUBB
+446.9%
-318.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +2.1% | -10.0% | +12.0% | +5.9% |
| 3M | +1.0% | -1.6% | +2.6% | +1.4% |
| 6M | +15.9% | -3.1% | +19.0% | +16.6% |
| YTD | +24.6% | +4.6% | +20.1% | +22.0% |
| 1Y | +32.3% | +3.3% | +28.9% | +29.5% |
| 3Y | +85.9% | +46.6% | +39.3% | +55.5% |
| 5Y | +45.4% | +158.7% | -113.3% | -6.4% |
| All | +128.5% | +446.9% | -318.4% | +1.9% |
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