+309.7%
SN vs HUBB
+52.1%
+257.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.0% |
| 7D | -3.4% | +1.1% | -4.5% | -4.0% |
| 30D | -9.1% | -9.6% | +0.5% | -3.2% |
| 3M | +31.8% | -6.2% | +38.0% | +35.7% |
| 6M | +52.0% | -6.2% | +58.2% | +55.7% |
| YTD | +51.3% | +3.4% | +47.9% | +45.4% |
| 1Y | +46.9% | +5.3% | +41.5% | +38.8% |
| 3Y | +394.9% | +44.4% | +350.6% | +289.9% |
| All | +309.7% | +52.1% | +257.6% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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