-58.5%
HUBS vs SFM
+82.1%
-140.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -9.0% | -10.6% | +1.6% | -8.3% |
| 30D | +7.2% | -15.5% | +22.7% | +8.3% |
| 3M | +20.9% | -17.4% | +38.3% | +22.1% |
| 6M | -13.0% | -3.4% | -9.6% | -14.3% |
| YTD | -43.8% | -8.7% | -35.2% | -44.4% |
| 1Y | -54.6% | -47.2% | -7.5% | -51.9% |
| 3Y | -58.5% | +82.7% | -141.2% | -57.5% |
| All | -58.5% | +82.1% | -140.5% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling