-66.4%
HUBS vs SPYG
+85.2%
-151.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.3% |
| 7D | -9.0% | -0.9% | -8.1% | -7.8% |
| 30D | +7.2% | -1.5% | +8.7% | +9.7% |
| 3M | +20.9% | +3.7% | +17.1% | +13.2% |
| 6M | -13.0% | +16.4% | -29.5% | -32.1% |
| YTD | -43.8% | +13.3% | -57.2% | -54.4% |
| 1Y | -54.6% | +17.9% | -72.5% | -65.5% |
| 3Y | -58.5% | +98.3% | -156.8% | -87.0% |
| All | -66.4% | +85.2% | -151.6% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling