+286.5%
HUBS vs SNAP
-76.3%
+362.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | 0.0% |
| 7D | -9.0% | +3.8% | -12.8% | -10.0% |
| 30D | +7.2% | +9.2% | -2.0% | +4.3% |
| 3M | +20.9% | +6.6% | +14.3% | +17.7% |
| 6M | -13.0% | +16.9% | -29.9% | -18.2% |
| YTD | -43.8% | -29.6% | -14.2% | -39.2% |
| 1Y | -54.6% | -22.1% | -32.6% | -52.6% |
| 3Y | -58.5% | -39.8% | -18.6% | -58.3% |
| 5Y | -66.4% | -92.4% | +26.0% | -50.5% |
| All | +286.5% | -76.3% | +362.8% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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