-60.3%
HUBS vs SN
+476.8%
-537.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -0.9% | -3.4% |
| 7D | -6.2% | -3.4% | -2.8% | -5.4% |
| 30D | +6.6% | -9.1% | +15.7% | +9.4% |
| 3M | +16.4% | +31.8% | -15.3% | +8.8% |
| 6M | -19.7% | +52.0% | -71.8% | -28.3% |
| YTD | -42.6% | +51.3% | -93.9% | -48.9% |
| 1Y | -54.2% | +46.9% | -101.0% | -59.0% |
| 3Y | -57.1% | +394.9% | -452.1% | -72.7% |
| All | -60.3% | +476.8% | -537.1% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling