+308.1%
HUBS vs SPG
+64.5%
+243.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -9.0% | -1.2% | -7.8% | -8.6% |
| 30D | +7.2% | -6.1% | +13.4% | +9.7% |
| 3M | +20.9% | -3.6% | +24.5% | +22.9% |
| 6M | -13.0% | +10.4% | -23.4% | -16.3% |
| YTD | -43.8% | +14.4% | -58.2% | -46.7% |
| 1Y | -54.6% | +16.5% | -71.2% | -57.3% |
| 3Y | -58.5% | +106.8% | -165.3% | -67.9% |
| 5Y | -66.4% | +108.9% | -175.3% | -73.9% |
| All | +308.1% | +64.5% | +243.7% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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