+308.1%
HUBS vs EMR
+284.0%
+24.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.6% |
| 7D | -9.0% | -0.4% | -8.6% | -8.8% |
| 30D | +7.2% | -6.8% | +14.0% | +11.2% |
| 3M | +20.9% | +7.5% | +13.4% | +15.4% |
| 6M | -13.0% | +9.9% | -22.9% | -19.9% |
| YTD | -43.8% | +16.0% | -59.8% | -50.6% |
| 1Y | -54.6% | +12.4% | -67.1% | -59.5% |
| 3Y | -58.5% | +60.2% | -118.7% | -70.8% |
| 5Y | -66.4% | +67.9% | -134.3% | -77.2% |
| All | +308.1% | +284.0% | +24.1% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling