-58.5%
HUBS vs SHAK
-2.6%
-55.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.1% |
| 7D | -9.0% | -8.3% | -0.7% | -7.3% |
| 30D | +7.2% | -12.6% | +19.9% | +10.2% |
| 3M | +20.9% | +9.1% | +11.7% | +19.0% |
| 6M | -13.0% | -31.2% | +18.2% | -8.8% |
| YTD | -43.8% | -21.6% | -22.3% | -43.3% |
| 1Y | -54.6% | -38.8% | -15.9% | -51.4% |
| 3Y | -58.5% | +0.6% | -59.1% | -60.1% |
| All | -58.5% | -2.6% | -55.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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