+664.8%
HUBS vs SM
-38.3%
+703.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.3% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | +6.6% | +20.3% | -13.7% | +4.2% |
| 3M | +16.4% | +22.9% | -6.5% | +12.9% |
| 6M | -19.7% | +47.8% | -67.6% | -24.2% |
| YTD | -42.6% | +107.5% | -150.1% | -48.2% |
| 1Y | -54.2% | +51.7% | -105.9% | -57.1% |
| 3Y | -57.1% | -0.9% | -56.3% | -58.6% |
| 5Y | -66.2% | +112.2% | -178.5% | -70.7% |
| 10Y | +328.3% | +20.3% | +307.9% | +200.7% |
| All | +664.8% | -38.3% | +703.0% | +454.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling