-3.4%
HUBB vs SAN
+23.5%
-26.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -4.2% |
| 7D | +0.2% | +4.5% | -4.3% | -1.1% |
| 30D | -8.8% | -12.1% | +3.3% | -5.2% |
| 3M | -12.5% | -15.6% | +3.1% | -7.9% |
| 6M | -14.5% | +5.8% | -20.3% | -16.2% |
| YTD | -0.4% | +5.5% | -5.9% | -6.9% |
| 1Y | -3.4% | +23.6% | -27.0% | -17.6% |
| All | -3.4% | +23.5% | -26.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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