-66.4%
HUBS vs EMR
+66.6%
-133.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.4% |
| 7D | -9.0% | -0.4% | -8.6% | -8.8% |
| 30D | +7.2% | -6.8% | +14.0% | +10.8% |
| 3M | +20.9% | +7.5% | +13.4% | +16.1% |
| 6M | -13.0% | +9.9% | -22.9% | -19.3% |
| YTD | -43.8% | +16.0% | -59.8% | -50.4% |
| 1Y | -54.6% | +12.4% | -67.1% | -59.3% |
| 3Y | -58.5% | +60.2% | -118.7% | -71.5% |
| All | -66.4% | +66.6% | -133.0% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling