-66.6%
HUBS vs STT
+154.0%
-220.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -12.4% | -1.4% | -11.0% | -11.7% |
| 30D | +1.4% | +2.2% | -0.8% | -0.1% |
| 3M | +16.0% | +18.8% | -2.9% | +4.5% |
| 6M | -17.0% | +57.9% | -74.9% | -37.0% |
| YTD | -44.3% | +51.0% | -95.3% | -56.8% |
| 1Y | -54.3% | +77.1% | -131.4% | -67.8% |
| 3Y | -58.4% | +199.8% | -258.2% | -78.8% |
| All | -66.6% | +154.0% | -220.6% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling