-55.9%
HUBS vs SPYG
+4.8%
-60.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.8% | +0.4% | -4.4% |
| 7D | -14.4% | -7.0% | -7.4% | -13.4% |
| 30D | -5.6% | -12.1% | +6.5% | -3.6% |
| 3M | -18.1% | -9.0% | -9.1% | -17.0% |
| 6M | -16.7% | -2.0% | -14.7% | -17.1% |
| YTD | -48.9% | +4.6% | -53.5% | -50.1% |
| 1Y | -55.9% | +4.4% | -60.3% | -56.8% |
| All | -55.9% | +4.8% | -60.7% | -56.8% |
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