+54.4%
SAP vs HUBS
-67.3%
+121.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | -5.1% | -12.4% | +7.3% | -1.7% |
| 30D | -1.8% | +1.4% | -3.2% | -2.5% |
| 3M | +20.9% | +16.0% | +5.0% | +14.8% |
| 6M | +7.0% | -17.0% | +24.0% | +8.9% |
| YTD | -13.7% | -44.3% | +30.6% | -4.1% |
| 1Y | -19.6% | -54.3% | +34.7% | -7.2% |
| 3Y | +52.4% | -58.4% | +110.8% | +75.2% |
| 5Y | +54.4% | -66.7% | +121.1% | +66.9% |
| All | +54.4% | -67.3% | +121.7% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling