-66.4%
HUBS vs SAN
+385.2%
-451.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -9.0% | +0.2% | -9.2% | -9.0% |
| 30D | +7.2% | +0.9% | +6.3% | +6.8% |
| 3M | +20.9% | +19.1% | +1.8% | +13.3% |
| 6M | -13.0% | +33.2% | -46.2% | -22.7% |
| YTD | -43.8% | +29.1% | -73.0% | -49.9% |
| 1Y | -54.6% | +50.2% | -104.9% | -62.2% |
| 3Y | -58.5% | +351.0% | -409.5% | -79.4% |
| All | -66.4% | +385.2% | -451.6% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling