-46.7%
HUBS vs SAN
+58.9%
-105.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -3.0% |
| 7D | -5.0% | +1.8% | -6.8% | -4.9% |
| 30D | -1.0% | +2.0% | -3.0% | -0.9% |
| 3M | +12.4% | +19.7% | -7.4% | +13.1% |
| 6M | -11.1% | +30.6% | -41.8% | -11.1% |
| YTD | -38.3% | +28.8% | -67.2% | -37.0% |
| 1Y | -46.7% | +57.8% | -104.4% | -45.1% |
| All | -46.7% | +58.9% | -105.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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