-58.8%
HUBS vs SNAP
-41.8%
-17.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.8% | -3.9% |
| 7D | -12.4% | -3.2% | -9.2% | -11.7% |
| 30D | +1.4% | +0.2% | +1.2% | +1.0% |
| 3M | +16.0% | +2.6% | +13.4% | +14.1% |
| 6M | -17.0% | +12.4% | -29.4% | -20.7% |
| YTD | -44.3% | -31.6% | -12.7% | -40.2% |
| 1Y | -54.3% | -21.7% | -32.6% | -52.5% |
| All | -58.8% | -41.8% | -17.0% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling