+308.1%
HUBS vs EME
+1,362.1%
-1,054.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.7% |
| 7D | -9.0% | +3.5% | -12.5% | -10.1% |
| 30D | +7.2% | -6.3% | +13.6% | +9.2% |
| 3M | +20.9% | -3.8% | +24.6% | +19.3% |
| 6M | -13.0% | +8.5% | -21.5% | -19.7% |
| YTD | -43.8% | +27.8% | -71.7% | -52.7% |
| 1Y | -54.6% | +22.2% | -76.9% | -61.9% |
| 3Y | -58.5% | +253.5% | -311.9% | -80.7% |
| 5Y | -66.4% | +578.6% | -645.0% | -89.0% |
| All | +308.1% | +1,362.1% | -1,054.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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