+308.1%
HUBS vs SM
+23.0%
+285.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -9.0% | +4.6% | -13.5% | -9.5% |
| 30D | +7.2% | +18.2% | -11.0% | +4.9% |
| 3M | +20.9% | +22.5% | -1.7% | +17.1% |
| 6M | -13.0% | +50.6% | -63.6% | -18.3% |
| YTD | -43.8% | +108.1% | -152.0% | -49.6% |
| 1Y | -54.6% | +46.0% | -100.6% | -57.5% |
| 3Y | -58.5% | +2.9% | -61.3% | -60.1% |
| 5Y | -66.4% | +112.6% | -179.0% | -71.0% |
| All | +308.1% | +23.0% | +285.1% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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