-46.7%
HUBS vs SPYG
+22.6%
-69.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +12.4% | +0.5% | +11.8% | +13.6% |
| 6M | -11.1% | +17.5% | -28.6% | -17.7% |
| YTD | -38.3% | +14.3% | -52.6% | -41.2% |
| 1Y | -46.7% | +21.7% | -68.4% | -50.5% |
| All | -46.7% | +22.6% | -69.3% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling