-54.1%
HUBS vs SAN
+23.5%
-77.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.7% | -3.7% |
| 7D | -13.0% | +4.5% | -17.5% | -12.6% |
| 30D | -1.8% | -12.1% | +10.3% | -2.6% |
| 3M | -13.0% | -15.6% | +2.6% | -13.8% |
| 6M | -12.4% | +5.8% | -18.2% | -13.1% |
| YTD | -46.0% | +5.5% | -51.5% | -45.6% |
| 1Y | -54.1% | +23.6% | -77.7% | -56.3% |
| All | -54.1% | +23.5% | -77.6% | -56.3% |
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