+126.5%
HUBB vs SAN
+294.0%
-167.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +1.8% | +4.0% | -2.3% | +0.7% |
| 30D | -7.7% | -7.8% | +0.1% | -5.9% |
| 3M | -13.6% | -16.4% | +2.8% | -9.5% |
| 6M | -9.1% | +3.5% | -12.7% | -10.4% |
| YTD | -0.7% | +6.7% | -7.4% | -3.7% |
| 1Y | +1.1% | +14.5% | -13.4% | -3.8% |
| 3Y | +56.2% | +243.5% | -187.3% | +11.9% |
| All | +126.5% | +294.0% | -167.5% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling