+154.2%
HUBB vs SAN
+379.7%
-225.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -1.7% | -2.8% | +1.1% | -0.9% |
| 30D | -12.7% | -0.5% | -12.1% | -12.5% |
| 3M | -2.9% | +22.7% | -25.7% | -8.2% |
| 6M | -4.8% | +28.8% | -33.6% | -11.4% |
| YTD | +2.8% | +26.3% | -23.5% | -4.3% |
| 1Y | +3.5% | +48.8% | -45.3% | -7.7% |
| 3Y | +43.5% | +347.2% | -303.7% | -3.0% |
| 5Y | +154.2% | +383.8% | -229.6% | +59.1% |
| All | +154.2% | +379.7% | -225.6% | +59.1% |
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