-66.6%
HUBS vs SNAP
-92.7%
+26.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.8% | -4.0% |
| 7D | -12.4% | -3.2% | -9.2% | -11.6% |
| 30D | +1.4% | +0.2% | +1.2% | +0.9% |
| 3M | +16.0% | +2.6% | +13.4% | +13.9% |
| 6M | -17.0% | +12.4% | -29.4% | -21.4% |
| YTD | -44.3% | -31.6% | -12.7% | -38.9% |
| 1Y | -54.3% | -21.7% | -32.6% | -52.2% |
| 3Y | -58.4% | -41.2% | -17.2% | -58.6% |
| All | -66.6% | -92.7% | +26.1% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling