+376.9%
HUBB vs SBAC
+114.8%
+262.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | -7.7% | +5.5% | -13.2% | -9.0% |
| 3M | -13.6% | +3.1% | -16.6% | -14.5% |
| 6M | -9.1% | -7.0% | -2.1% | -8.4% |
| YTD | -0.7% | +0.5% | -1.2% | -2.9% |
| 1Y | +1.1% | +0.2% | +0.8% | -1.1% |
| 3Y | +56.2% | -7.4% | +63.5% | +51.8% |
| 5Y | +126.6% | -39.7% | +166.3% | +152.0% |
| All | +376.9% | +114.8% | +262.1% | +310.8% |
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