+270.7%
SAP vs HUBS
+629.7%
-359.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 7D | -0.3% | -4.3% | +4.0% | +0.8% |
| 30D | +2.6% | +14.2% | -11.7% | -1.0% |
| 3M | +16.3% | +15.5% | +0.7% | +11.0% |
| 6M | +6.4% | -18.9% | +25.3% | +8.9% |
| YTD | -11.4% | -40.1% | +28.7% | -3.5% |
| 1Y | -20.4% | -51.8% | +31.4% | -9.6% |
| 3Y | +56.5% | -55.2% | +111.8% | +76.2% |
| 5Y | +56.8% | -64.7% | +121.5% | +73.2% |
| 10Y | +176.2% | +327.0% | -150.8% | +73.7% |
| All | +270.7% | +629.7% | -359.0% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling