+308.1%
HUBS vs SPY
+322.5%
-14.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.5% |
| 7D | -9.0% | -0.8% | -8.2% | -7.9% |
| 30D | +7.2% | -1.1% | +8.3% | +9.3% |
| 3M | +20.9% | +3.9% | +17.0% | +13.7% |
| 6M | -13.0% | +13.6% | -26.6% | -29.6% |
| YTD | -43.8% | +12.7% | -56.5% | -54.0% |
| 1Y | -54.6% | +17.5% | -72.1% | -65.2% |
| 3Y | -58.5% | +76.9% | -135.4% | -83.2% |
| 5Y | -66.4% | +83.6% | -150.0% | -86.1% |
| All | +308.1% | +322.5% | -14.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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