-100.0%
HUBC vs SPY
+69.1%
-169.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.7% | -0.6% | -30.1% | -30.1% |
| 7D | -42.2% | -2.0% | -40.2% | -40.9% |
| 30D | -45.5% | -1.7% | -43.9% | -44.5% |
| 3M | -71.3% | +4.7% | -76.0% | -72.4% |
| 6M | -100.0% | +12.5% | -112.5% | -100.0% |
| YTD | -100.0% | +11.7% | -111.7% | -100.0% |
| 1Y | -100.0% | +17.5% | -117.5% | -100.0% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +69.1% | -169.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling