+664.8%
HUBS vs SPY
+372.7%
+292.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.6% |
| 7D | -6.2% | -0.4% | -5.9% | -5.6% |
| 30D | +6.6% | -1.4% | +8.0% | +9.1% |
| 3M | +16.4% | +3.7% | +12.7% | +9.7% |
| 6M | -19.7% | +13.0% | -32.8% | -34.2% |
| YTD | -42.6% | +12.4% | -55.0% | -52.6% |
| 1Y | -54.2% | +18.5% | -72.7% | -65.1% |
| 3Y | -57.1% | +77.6% | -134.8% | -82.4% |
| 5Y | -66.2% | +81.7% | -147.9% | -85.5% |
| 10Y | +328.3% | +319.7% | +8.6% | -41.2% |
| All | +664.8% | +372.7% | +292.0% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling