-100.0%
HUBC vs SPY
+70.1%
-170.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -8.7% |
| 7D | -18.3% | -0.4% | -17.9% | -17.9% |
| 30D | -29.3% | -1.4% | -28.0% | -28.3% |
| 3M | -60.3% | +3.7% | -64.0% | -61.5% |
| 6M | -99.9% | +13.0% | -112.9% | -99.9% |
| YTD | -100.0% | +12.4% | -112.4% | -100.0% |
| 1Y | -100.0% | +18.5% | -118.5% | -100.0% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| All | -100.0% | +70.1% | -170.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling