+29.7%
EMB vs HUBB
+437.4%
-407.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | -1.1% | -12.7% | +11.6% | +0.8% |
| 3M | -0.8% | -2.9% | +2.2% | -0.6% |
| 6M | -0.1% | -4.8% | +4.7% | +0.2% |
| YTD | +0.4% | +2.8% | -2.3% | -0.6% |
| 1Y | +3.3% | +3.5% | -0.2% | +1.9% |
| 3Y | +29.0% | +43.5% | -14.5% | +19.1% |
| 5Y | +6.3% | +154.2% | -147.9% | -11.9% |
| All | +29.7% | +437.4% | -407.7% | -4.2% |
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