+280.4%
EMR vs HUBB
+381.1%
-100.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.2% |
| 7D | +2.8% | +1.8% | +1.1% | +1.7% |
| 30D | +3.7% | -7.7% | +11.3% | +8.8% |
| 3M | +2.0% | -13.6% | +15.6% | +11.9% |
| 6M | +22.1% | -9.1% | +31.2% | +28.6% |
| YTD | +27.2% | -0.7% | +28.0% | +24.9% |
| 1Y | +32.0% | +1.1% | +31.0% | +27.9% |
| 3Y | +103.3% | +56.2% | +47.1% | +39.0% |
| 5Y | +88.2% | +126.6% | -38.4% | -8.1% |
| All | +280.4% | +381.1% | -100.7% | +1.1% |
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