+2,178.6%
HUBB vs SBAC
+2,199.0%
-20.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | -9.3% | +3.2% | -12.5% | -9.7% |
| 3M | -3.9% | -5.1% | +1.2% | -3.5% |
| 6M | -0.8% | -2.1% | +1.3% | -1.3% |
| YTD | +5.6% | -0.5% | +6.1% | +4.7% |
| 1Y | +7.7% | +1.1% | +6.6% | +6.6% |
| 3Y | +47.5% | -7.4% | +54.9% | +46.1% |
| 5Y | +153.7% | -44.3% | +198.0% | +166.8% |
| 10Y | +433.0% | +77.6% | +355.5% | +385.1% |
| All | +2,178.6% | +2,199.0% | -20.4% | +1,464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling