-58.5%
HUBS vs SBAC
-9.4%
-49.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -9.0% | -2.1% | -6.9% | -8.8% |
| 30D | +7.2% | +2.0% | +5.2% | +7.1% |
| 3M | +20.9% | -8.3% | +29.2% | +21.3% |
| 6M | -13.0% | +0.3% | -13.4% | -13.8% |
| YTD | -43.8% | -2.2% | -41.6% | -44.3% |
| 1Y | -54.6% | -4.6% | -50.0% | -54.9% |
| 3Y | -58.5% | -8.3% | -50.2% | -58.7% |
| All | -58.5% | -9.4% | -49.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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