+308.1%
HUBS vs EMB
+30.3%
+277.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -9.0% | -1.2% | -7.8% | -6.8% |
| 30D | +7.2% | -1.3% | +8.5% | +10.2% |
| 3M | +20.9% | -1.8% | +22.6% | +25.6% |
| 6M | -13.0% | +0.2% | -13.2% | -13.7% |
| YTD | -43.8% | +0.4% | -44.2% | -44.5% |
| 1Y | -54.6% | +2.8% | -57.5% | -57.3% |
| 3Y | -58.5% | +29.1% | -87.6% | -75.0% |
| 5Y | -66.4% | +6.3% | -72.7% | -69.3% |
| All | +308.1% | +30.3% | +277.8% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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