+428.6%
HUBB vs SFM
+268.6%
+160.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | -1.7% | -8.8% | +7.1% | -0.5% |
| 30D | -12.7% | -14.5% | +1.8% | -11.0% |
| 3M | -2.9% | -16.8% | +13.9% | -1.0% |
| 6M | -4.8% | -5.3% | +0.6% | -5.3% |
| YTD | +2.8% | -9.4% | +12.1% | +2.7% |
| 1Y | +3.5% | -46.2% | +49.7% | +11.9% |
| 3Y | +43.5% | +81.3% | -37.7% | +26.4% |
| 5Y | +154.2% | +211.9% | -57.7% | +101.0% |
| All | +428.6% | +268.6% | +160.0% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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