+664.8%
HUBS vs STT
+268.2%
+396.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -6.2% | +1.0% | -7.2% | -6.6% |
| 30D | +6.6% | +2.8% | +3.8% | +5.0% |
| 3M | +16.4% | +18.1% | -1.7% | +6.7% |
| 6M | -19.7% | +59.2% | -79.0% | -36.8% |
| YTD | -42.6% | +51.5% | -94.1% | -53.8% |
| 1Y | -54.2% | +75.7% | -129.8% | -65.7% |
| 3Y | -57.1% | +200.8% | -257.9% | -75.4% |
| 5Y | -66.2% | +155.8% | -222.0% | -79.7% |
| 10Y | +328.3% | +266.4% | +61.9% | +93.1% |
| All | +664.8% | +268.2% | +396.6% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling