-61.2%
HUBS vs SN
+447.8%
-509.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -9.0% | -7.3% | -1.7% | -7.1% |
| 30D | +7.2% | -13.6% | +20.8% | +11.6% |
| 3M | +20.9% | +18.6% | +2.3% | +16.1% |
| 6M | -13.0% | +46.0% | -59.0% | -21.5% |
| YTD | -43.8% | +43.7% | -87.5% | -49.3% |
| 1Y | -54.6% | +39.2% | -93.8% | -58.8% |
| 3Y | -58.5% | +306.5% | -364.9% | -72.2% |
| All | -61.2% | +447.8% | -509.0% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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