+57.8%
SO vs HUBS
-66.4%
+124.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.1% | -9.0% | +7.9% | -1.0% |
| 30D | -5.0% | +7.2% | -12.2% | -5.0% |
| 3M | -5.8% | +20.9% | -26.6% | -5.8% |
| 6M | -7.9% | -13.0% | +5.1% | -7.9% |
| YTD | +2.4% | -43.8% | +46.3% | +2.9% |
| 1Y | -2.3% | -54.6% | +52.4% | -1.5% |
| 3Y | +41.9% | -58.5% | +100.3% | +42.0% |
| All | +57.8% | -66.4% | +124.2% | +49.7% |
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