-58.8%
HUBS vs SN
+349.8%
-408.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -1.8% |
| 7D | -12.4% | -7.2% | -5.2% | -10.5% |
| 30D | +1.4% | -13.4% | +14.8% | +5.6% |
| 3M | +16.0% | +26.8% | -10.8% | +9.3% |
| 6M | -17.0% | +44.6% | -61.6% | -24.9% |
| YTD | -44.3% | +45.3% | -89.6% | -49.9% |
| 1Y | -54.3% | +40.1% | -94.4% | -58.5% |
| All | -58.8% | +349.8% | -408.6% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling