+1,344.7%
EME vs HUBB
+446.9%
+897.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.6% | +3.1% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | -6.3% | -10.0% | +3.6% | +0.9% |
| 3M | -3.8% | -1.6% | -2.2% | -2.7% |
| 6M | +8.5% | -3.1% | +11.6% | +10.1% |
| YTD | +27.8% | +4.6% | +23.2% | +22.9% |
| 1Y | +22.2% | +3.3% | +18.9% | +18.5% |
| 3Y | +253.5% | +46.6% | +206.9% | +169.4% |
| 5Y | +578.6% | +158.7% | +419.9% | +238.9% |
| All | +1,344.7% | +446.9% | +897.8% | +326.3% |
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