+63.6%
EMR vs HUBB
+148.7%
-85.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -1.2% | -1.7% | +0.5% | -0.3% |
| 30D | -9.4% | -12.7% | +3.2% | -2.6% |
| 3M | +8.6% | -2.9% | +11.5% | +10.0% |
| 6M | +6.7% | -4.8% | +11.5% | +8.6% |
| YTD | +13.1% | +2.8% | +10.3% | +10.2% |
| 1Y | +12.7% | +3.5% | +9.2% | +9.1% |
| 3Y | +58.1% | +43.5% | +14.5% | +26.1% |
| 5Y | +63.6% | +154.2% | -90.5% | -8.7% |
| All | +63.6% | +148.7% | -85.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling