-58.5%
HUBS vs SCHG
+86.3%
-144.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -9.0% | -1.0% | -8.0% | -7.9% |
| 30D | +7.2% | -1.3% | +8.5% | +9.2% |
| 3M | +20.9% | +5.4% | +15.4% | +14.4% |
| 6M | -13.0% | +14.4% | -27.4% | -25.1% |
| YTD | -43.8% | +8.0% | -51.9% | -48.1% |
| 1Y | -54.6% | +12.7% | -67.4% | -60.1% |
| 3Y | -58.5% | +85.6% | -144.1% | -80.3% |
| All | -58.5% | +86.3% | -144.7% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling