-58.5%
HUBS vs SRE
+28.3%
-86.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -9.0% | -0.8% | -8.2% | -9.0% |
| 30D | +7.2% | -3.0% | +10.2% | +7.3% |
| 3M | +20.9% | -8.3% | +29.2% | +21.0% |
| 6M | -13.0% | -8.9% | -4.1% | -13.1% |
| YTD | -43.8% | -4.3% | -39.6% | -44.4% |
| 1Y | -54.6% | +2.7% | -57.4% | -55.9% |
| 3Y | -58.5% | +28.7% | -87.1% | -61.9% |
| All | -58.5% | +28.3% | -86.7% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling