+856.1%
EEM vs HUBB
+2,548.4%
-1,692.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +3.1% | +4.8% | -1.8% | +0.5% |
| 30D | +4.9% | -9.3% | +14.2% | +10.3% |
| 3M | +5.2% | -3.9% | +9.1% | +7.0% |
| 6M | +20.7% | -0.8% | +21.5% | +19.8% |
| YTD | +26.5% | +5.6% | +20.9% | +21.1% |
| 1Y | +37.8% | +7.7% | +30.1% | +29.7% |
| 3Y | +91.0% | +47.5% | +43.5% | +42.5% |
| 5Y | +47.0% | +153.7% | -106.6% | -24.6% |
| 10Y | +125.6% | +433.0% | -307.5% | -35.2% |
| All | +856.1% | +2,548.4% | -1,692.3% | -7.8% |
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