+308.1%
HUBS vs SPXS
-99.6%
+407.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.4% |
| 7D | -9.0% | +2.5% | -11.5% | -7.7% |
| 30D | +7.2% | +4.2% | +3.0% | +10.0% |
| 3M | +20.9% | -9.3% | +30.2% | +15.9% |
| 6M | -13.0% | -30.7% | +17.7% | -26.9% |
| YTD | -43.8% | -28.1% | -15.8% | -51.5% |
| 1Y | -54.6% | -35.1% | -19.6% | -62.4% |
| 3Y | -58.5% | -79.6% | +21.1% | -77.7% |
| 5Y | -66.4% | -86.3% | +19.9% | -79.8% |
| All | +308.1% | -99.6% | +407.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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