+126.5%
HUBB vs SFM
+116.0%
+10.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | +1.8% | +6.0% | -4.3% | +1.2% |
| 30D | -7.7% | -19.5% | +11.8% | -6.2% |
| 3M | -13.6% | -37.0% | +23.5% | -10.1% |
| 6M | -9.1% | -41.0% | +31.9% | -5.1% |
| YTD | -0.7% | -34.6% | +33.9% | +1.8% |
| 1Y | +1.1% | -36.3% | +37.3% | +4.0% |
| 3Y | +56.2% | +24.5% | +31.6% | +44.3% |
| All | +126.5% | +116.0% | +10.5% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling