+664.8%
HUBS vs SPG
+117.7%
+547.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.8% | -3.4% |
| 7D | -6.2% | -1.7% | -4.6% | -5.6% |
| 30D | +6.6% | -6.3% | +12.9% | +9.2% |
| 3M | +16.4% | -2.4% | +18.9% | +17.9% |
| 6M | -19.7% | +9.6% | -29.4% | -22.7% |
| YTD | -42.6% | +14.2% | -56.8% | -45.7% |
| 1Y | -54.2% | +19.3% | -73.5% | -57.3% |
| 3Y | -57.1% | +106.7% | -163.9% | -67.2% |
| 5Y | -66.2% | +104.2% | -170.5% | -73.9% |
| 10Y | +328.3% | +63.7% | +264.6% | +259.4% |
| All | +664.8% | +117.7% | +547.1% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling