+642.7%
HUBS vs SBAC
+81.2%
+561.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -1.5% |
| 7D | -12.4% | -5.3% | -7.1% | -10.1% |
| 30D | +1.4% | +0.4% | +1.0% | +1.4% |
| 3M | +16.0% | -11.9% | +27.8% | +22.8% |
| 6M | -17.0% | -4.5% | -12.5% | -17.1% |
| YTD | -44.3% | -4.3% | -39.9% | -44.8% |
| 1Y | -54.3% | -3.9% | -50.4% | -54.9% |
| 3Y | -58.4% | -11.0% | -47.4% | -59.9% |
| 5Y | -66.7% | -44.1% | -22.6% | -57.4% |
| 10Y | +315.9% | +81.6% | +234.3% | +185.2% |
| All | +642.7% | +81.2% | +561.5% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling