+294.8%
HUBS vs SNAP
-77.9%
+372.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -3.6% |
| 7D | -6.2% | -5.0% | -1.2% | -4.9% |
| 30D | +6.6% | -0.7% | +7.4% | +6.5% |
| 3M | +16.4% | -5.0% | +21.4% | +17.1% |
| 6M | -19.7% | +3.5% | -23.3% | -21.9% |
| YTD | -42.6% | -34.2% | -8.4% | -36.7% |
| 1Y | -54.2% | -27.1% | -27.1% | -51.2% |
| 3Y | -57.1% | -43.5% | -13.7% | -56.2% |
| 5Y | -66.2% | -92.9% | +26.6% | -49.3% |
| All | +294.8% | -77.9% | +372.7% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling