-54.6%
HUBS vs SARO
-10.7%
-44.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -9.0% | -3.1% | -5.9% | -8.6% |
| 30D | +7.2% | -12.2% | +19.5% | +8.9% |
| 3M | +20.9% | -7.4% | +28.2% | +22.2% |
| 6M | -13.0% | -15.3% | +2.2% | -10.0% |
| YTD | -43.8% | -16.2% | -27.7% | -41.2% |
| 1Y | -54.6% | -12.1% | -42.5% | -53.1% |
| All | -54.6% | -10.7% | -44.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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