-58.5%
HUBS vs SCCO
+177.0%
-235.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -9.0% | -2.7% | -6.3% | -8.9% |
| 30D | +7.2% | -0.7% | +8.0% | +7.2% |
| 3M | +20.9% | +8.1% | +12.8% | +20.2% |
| 6M | -13.0% | +4.1% | -17.1% | -13.5% |
| YTD | -43.8% | +41.1% | -85.0% | -50.2% |
| 1Y | -54.6% | +95.6% | -150.2% | -64.1% |
| 3Y | -58.5% | +179.3% | -237.7% | -72.8% |
| All | -58.5% | +177.0% | -235.5% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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