+1,751.7%
HUBG vs SPY
+1,911.1%
-159.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -1.6% | -0.4% | -1.3% | -1.3% |
| 30D | -25.4% | -1.4% | -24.0% | -24.5% |
| 3M | -21.2% | +3.7% | -24.9% | -23.5% |
| 6M | -8.8% | +13.0% | -21.8% | -17.2% |
| YTD | -16.5% | +12.4% | -28.9% | -24.0% |
| 1Y | -1.7% | +18.5% | -20.2% | -14.2% |
| 3Y | -6.0% | +77.6% | -83.7% | -40.0% |
| 5Y | +8.2% | +81.7% | -73.5% | -32.0% |
| 10Y | +75.8% | +319.7% | -243.9% | -41.2% |
| All | +1,751.7% | +1,911.1% | -159.3% | +200.0% |
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