-58.5%
HUBS vs SITM
+452.7%
-511.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.7% |
| 7D | -9.0% | +3.9% | -12.8% | -9.1% |
| 30D | +7.2% | -6.6% | +13.8% | +7.3% |
| 3M | +20.9% | -11.9% | +32.7% | +21.7% |
| 6M | -13.0% | +81.1% | -94.2% | -21.8% |
| YTD | -43.8% | +80.0% | -123.8% | -50.4% |
| 1Y | -54.6% | +145.8% | -200.5% | -63.1% |
| 3Y | -58.5% | +475.9% | -534.3% | -73.3% |
| All | -58.5% | +452.7% | -511.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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