-58.5%
HUBS vs SGI
+51.7%
-110.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -9.0% | -4.5% | -4.5% | -7.8% |
| 30D | +7.2% | +4.2% | +3.1% | +6.1% |
| 3M | +20.9% | -7.4% | +28.3% | +23.3% |
| 6M | -13.0% | -15.1% | +2.0% | -10.0% |
| YTD | -43.8% | -24.7% | -19.2% | -40.1% |
| 1Y | -54.6% | -21.8% | -32.9% | -52.7% |
| 3Y | -58.5% | +50.0% | -108.5% | -68.0% |
| All | -58.5% | +51.7% | -110.2% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling