+308.1%
HUBS vs SNY
+64.5%
+243.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -9.0% | -3.3% | -5.7% | -7.9% |
| 30D | +7.2% | -2.2% | +9.4% | +8.0% |
| 3M | +20.9% | -3.0% | +23.9% | +22.4% |
| 6M | -13.0% | +2.7% | -15.8% | -14.1% |
| YTD | -43.8% | -6.8% | -37.0% | -42.9% |
| 1Y | -54.6% | -5.3% | -49.4% | -54.4% |
| 3Y | -58.5% | -9.8% | -48.7% | -59.0% |
| 5Y | -66.4% | +9.7% | -76.1% | -70.7% |
| All | +308.1% | +64.5% | +243.6% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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