+648.6%
HUBS vs AEM
+690.0%
-41.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -9.0% | -2.1% | -6.9% | -8.8% |
| 30D | +7.2% | +8.4% | -1.2% | +6.6% |
| 3M | +20.9% | +27.3% | -6.4% | +18.5% |
| 6M | -13.0% | -9.7% | -3.4% | -12.6% |
| YTD | -43.8% | +19.0% | -62.8% | -45.3% |
| 1Y | -54.6% | +31.5% | -86.1% | -56.5% |
| 3Y | -58.5% | +338.7% | -397.2% | -65.7% |
| 5Y | -66.4% | +307.4% | -373.8% | -72.4% |
| 10Y | +319.2% | +370.9% | -51.7% | +234.0% |
| All | +648.6% | +690.0% | -41.3% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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