-54.6%
HUBS vs SFM
-46.0%
-8.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -9.0% | -10.6% | +1.6% | -9.4% |
| 30D | +7.2% | -15.5% | +22.7% | +6.5% |
| 3M | +20.9% | -17.4% | +38.3% | +19.7% |
| 6M | -13.0% | -3.4% | -9.6% | -14.5% |
| YTD | -43.8% | -8.7% | -35.2% | -45.2% |
| 1Y | -54.6% | -47.2% | -7.5% | -61.3% |
| All | -54.6% | -46.0% | -8.6% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling