+3,912.1%
EMR vs HUBB
+152,497.4%
-148,585.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | +0.5% | -2.1% | -1.5% |
| 30D | -5.6% | -10.0% | +4.4% | -5.5% |
| 3M | +7.9% | -4.8% | +12.7% | +8.0% |
| 6M | +6.0% | -5.6% | +11.6% | +6.1% |
| YTD | +16.4% | +4.7% | +11.8% | +16.4% |
| 1Y | +16.6% | +6.7% | +9.9% | +16.5% |
| 3Y | +62.9% | +45.8% | +17.1% | +62.0% |
| 5Y | +60.1% | +145.9% | -85.8% | +58.1% |
| 10Y | +268.8% | +418.6% | -149.8% | +261.3% |
| All | +3,912.1% | +152,497.4% | -148,585.4% | +4,070.5% |
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