+171.9%
SAP vs HUBS
+323.9%
-152.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -4.1% | -9.0% | +4.9% | -1.7% |
| 30D | +1.1% | +7.2% | -6.2% | -1.1% |
| 3M | +26.1% | +20.9% | +5.2% | +18.6% |
| 6M | +9.8% | -13.0% | +22.8% | +10.6% |
| YTD | -13.6% | -43.8% | +30.3% | -3.7% |
| 1Y | -18.7% | -54.6% | +36.0% | -5.4% |
| 3Y | +54.1% | -58.5% | +112.6% | +78.1% |
| 5Y | +54.7% | -66.4% | +121.1% | +74.4% |
| All | +171.9% | +323.9% | -152.0% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling