+177.8%
SE vs HUBS
-58.2%
+236.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -5.2% | -9.0% | +3.8% | -3.4% |
| 30D | -17.1% | +7.2% | -24.3% | -18.8% |
| 3M | +24.0% | +20.9% | +3.1% | +17.4% |
| 6M | +21.0% | -13.0% | +34.0% | +21.3% |
| YTD | -16.7% | -43.8% | +27.1% | -6.1% |
| 1Y | -45.9% | -54.6% | +8.7% | -35.6% |
| 3Y | +177.8% | -58.5% | +236.3% | +277.2% |
| All | +177.8% | -58.2% | +236.1% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling