-58.5%
HUBS vs SM
-0.9%
-57.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -9.0% | +4.6% | -13.5% | -9.8% |
| 30D | +7.2% | +18.2% | -11.0% | +3.7% |
| 3M | +20.9% | +22.5% | -1.7% | +15.1% |
| 6M | -13.0% | +50.6% | -63.6% | -21.3% |
| YTD | -43.8% | +108.1% | -152.0% | -53.1% |
| 1Y | -54.6% | +46.0% | -100.6% | -58.9% |
| 3Y | -58.5% | +2.9% | -61.3% | -62.2% |
| All | -58.5% | -0.9% | -57.6% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling