-58.5%
HUBS vs SMTC
+579.3%
-637.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.7% |
| 7D | -9.0% | +13.1% | -22.1% | -9.2% |
| 30D | +7.2% | +19.5% | -12.2% | +6.7% |
| 3M | +20.9% | +2.2% | +18.6% | +21.2% |
| 6M | -13.0% | +94.9% | -107.9% | -20.3% |
| YTD | -43.8% | +127.0% | -170.8% | -49.8% |
| 1Y | -54.6% | +174.6% | -229.2% | -61.0% |
| 3Y | -58.5% | +615.9% | -674.4% | -73.1% |
| All | -58.5% | +579.3% | -637.7% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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