-66.4%
HUBS vs SONY
+9.6%
-76.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | -9.0% | -2.7% | -6.3% | -7.5% |
| 30D | +7.2% | +1.5% | +5.7% | +6.1% |
| 3M | +20.9% | +13.0% | +7.9% | +11.9% |
| 6M | -13.0% | +11.2% | -24.2% | -19.5% |
| YTD | -43.8% | -6.6% | -37.2% | -42.2% |
| 1Y | -54.6% | -18.1% | -36.5% | -49.6% |
| 3Y | -58.5% | +42.1% | -100.5% | -71.1% |
| All | -66.4% | +9.6% | -76.0% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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