+642.7%
HUBS vs SFM
+144.4%
+498.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.8% |
| 7D | -12.4% | -8.8% | -3.6% | -11.5% |
| 30D | +1.4% | -14.5% | +15.8% | +2.9% |
| 3M | +16.0% | -16.8% | +32.8% | +17.8% |
| 6M | -17.0% | -5.3% | -11.6% | -17.5% |
| YTD | -44.3% | -9.4% | -34.9% | -44.4% |
| 1Y | -54.3% | -46.2% | -8.1% | -51.7% |
| 3Y | -58.4% | +81.3% | -139.7% | -62.1% |
| 5Y | -66.7% | +211.9% | -278.6% | -71.6% |
| 10Y | +315.9% | +268.4% | +47.5% | +226.6% |
| All | +642.7% | +144.4% | +498.3% | +520.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling