+308.1%
HUBS vs STT
+271.9%
+36.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -9.0% | -0.4% | -8.6% | -8.8% |
| 30D | +7.2% | +1.7% | +5.5% | +6.2% |
| 3M | +20.9% | +17.9% | +3.0% | +11.1% |
| 6M | -13.0% | +55.3% | -68.3% | -30.3% |
| YTD | -43.8% | +52.7% | -96.5% | -54.8% |
| 1Y | -54.6% | +75.7% | -130.3% | -65.9% |
| 3Y | -58.5% | +197.9% | -256.4% | -75.9% |
| 5Y | -66.4% | +158.8% | -225.2% | -79.8% |
| All | +308.1% | +271.9% | +36.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling