-54.6%
HUBS vs SRE
+4.6%
-59.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.3% |
| 7D | -9.0% | -0.8% | -8.2% | -9.4% |
| 30D | +7.2% | -3.0% | +10.2% | +5.3% |
| 3M | +20.9% | -8.3% | +29.2% | +14.3% |
| 6M | -13.0% | -8.9% | -4.1% | -17.2% |
| YTD | -43.8% | -4.3% | -39.6% | -45.5% |
| 1Y | -54.6% | +2.7% | -57.4% | -56.6% |
| All | -54.6% | +4.6% | -59.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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