+308.1%
HUBS vs SGI
+270.1%
+38.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -9.0% | -4.5% | -4.5% | -7.3% |
| 30D | +7.2% | +4.2% | +3.1% | +5.6% |
| 3M | +20.9% | -7.4% | +28.3% | +24.7% |
| 6M | -13.0% | -15.1% | +2.0% | -9.1% |
| YTD | -43.8% | -24.7% | -19.2% | -39.0% |
| 1Y | -54.6% | -21.8% | -32.9% | -52.2% |
| 3Y | -58.5% | +50.0% | -108.5% | -67.3% |
| 5Y | -66.4% | +48.9% | -115.4% | -74.6% |
| All | +308.1% | +270.1% | +38.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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