-58.5%
HUBS vs SAN
+352.3%
-410.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | -9.0% | +0.2% | -9.2% | -9.0% |
| 30D | +7.2% | +0.9% | +6.3% | +7.1% |
| 3M | +20.9% | +19.1% | +1.8% | +17.0% |
| 6M | -13.0% | +33.2% | -46.2% | -18.3% |
| YTD | -43.8% | +29.1% | -73.0% | -47.0% |
| 1Y | -54.6% | +50.2% | -104.9% | -59.0% |
| 3Y | -58.5% | +351.0% | -409.5% | -70.2% |
| All | -58.5% | +352.3% | -410.7% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling