-66.4%
HUBS vs SM
+108.4%
-174.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.2% |
| 6M | -13.0% | +50.6% | -63.6% | -21.1% |
| YTD | -43.8% | +108.1% | -152.0% | -52.6% |
| 1Y | -54.6% | +46.0% | -100.6% | -59.0% |
| 3Y | -58.5% | +2.9% | -61.3% | -61.4% |
| All | -66.4% | +108.4% | -174.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling