-100.0%
HUBC vs SPY
+70.5%
-170.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +0.9% | -18.9% | -18.8% |
| 7D | -49.3% | -0.8% | -48.5% | -48.8% |
| 30D | -52.0% | -1.1% | -50.9% | -51.4% |
| 3M | -73.8% | +3.9% | -77.6% | -74.6% |
| 6M | -100.0% | +13.6% | -113.6% | -100.0% |
| YTD | -100.0% | +12.7% | -112.7% | -100.0% |
| 1Y | -100.0% | +17.5% | -117.5% | -100.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +70.5% | -170.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling