-54.1%
HUBS vs EMR
+25.6%
-79.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -3.7% |
| 7D | -13.0% | +1.6% | -14.6% | -12.7% |
| 30D | -1.8% | +5.0% | -6.8% | -0.8% |
| 3M | -13.0% | +7.7% | -20.6% | -11.6% |
| 6M | -12.4% | +26.8% | -39.2% | -7.4% |
| YTD | -46.0% | +29.9% | -75.9% | -42.6% |
| 1Y | -54.1% | +25.7% | -79.8% | -50.9% |
| All | -54.1% | +25.6% | -79.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling