+428.6%
HUBB vs SAN
+347.0%
+81.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -1.7% | -2.8% | +1.1% | -0.7% |
| 30D | -12.7% | -0.5% | -12.1% | -12.5% |
| 3M | -2.9% | +22.7% | -25.7% | -9.8% |
| 6M | -4.8% | +28.8% | -33.6% | -13.4% |
| YTD | +2.8% | +26.3% | -23.5% | -6.4% |
| 1Y | +3.5% | +48.8% | -45.3% | -11.1% |
| 3Y | +43.5% | +347.2% | -303.7% | -18.4% |
| 5Y | +154.2% | +383.8% | -229.6% | +33.6% |
| All | +428.6% | +347.0% | +81.6% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling