-100.0%
HUBC vs SPY
+20.8%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -5.2% |
| 7D | -10.9% | +0.1% | -11.0% | -11.4% |
| 30D | -21.2% | +0.1% | -21.3% | -21.7% |
| 3M | -83.4% | +2.0% | -85.4% | -85.0% |
| 6M | -99.9% | +13.0% | -113.0% | -100.0% |
| YTD | -100.0% | +13.5% | -113.5% | -100.0% |
| 1Y | -100.0% | +20.0% | -120.0% | -100.0% |
| All | -100.0% | +20.8% | -120.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling