+308.1%
HUBS vs SCHG
+459.0%
-150.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.5% |
| 7D | -9.0% | -1.0% | -8.0% | -7.5% |
| 30D | +7.2% | -1.3% | +8.5% | +9.8% |
| 3M | +20.9% | +5.4% | +15.4% | +12.1% |
| 6M | -13.0% | +14.4% | -27.4% | -29.0% |
| YTD | -43.8% | +8.0% | -51.9% | -49.9% |
| 1Y | -54.6% | +12.7% | -67.4% | -62.1% |
| 3Y | -58.5% | +85.6% | -144.1% | -84.0% |
| 5Y | -66.4% | +85.5% | -151.9% | -85.9% |
| All | +308.1% | +459.0% | -150.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling