-5.9%
SAP vs HUBS
-54.7%
+48.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +5.6% |
| 7D | +1.3% | -13.0% | +14.3% | +6.0% |
| 30D | +15.5% | -1.8% | +17.3% | +15.7% |
| 3M | +22.8% | -13.0% | +35.7% | +25.7% |
| 6M | +42.5% | -12.4% | +54.9% | +41.2% |
| YTD | +0.5% | -46.0% | +46.6% | +13.1% |
| 1Y | -5.9% | -54.1% | +48.2% | +8.6% |
| All | -5.9% | -54.7% | +48.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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