+428.6%
HUBB vs SBAC
+83.0%
+345.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | +0.1% |
| 7D | -1.7% | -5.3% | +3.6% | -0.4% |
| 30D | -12.7% | +0.4% | -13.1% | -12.8% |
| 3M | -2.9% | -11.9% | +8.9% | -0.4% |
| 6M | -4.8% | -4.5% | -0.3% | -5.2% |
| YTD | +2.8% | -4.3% | +7.1% | +2.0% |
| 1Y | +3.5% | -3.9% | +7.4% | +2.5% |
| 3Y | +43.5% | -11.0% | +54.5% | +40.8% |
| 5Y | +154.2% | -44.1% | +198.3% | +188.5% |
| All | +428.6% | +83.0% | +345.5% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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