+225.8%
SO vs HUBS
+598.6%
-372.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.5% | -0.6% |
| 7D | 0.0% | -6.2% | +6.3% | +0.3% |
| 30D | -2.5% | +6.6% | -9.1% | -2.8% |
| 3M | -4.2% | +16.4% | -20.6% | -5.0% |
| 6M | -7.7% | -19.7% | +12.1% | -7.4% |
| YTD | +3.8% | -42.6% | +46.4% | +5.3% |
| 1Y | +0.1% | -54.2% | +54.2% | +2.4% |
| 3Y | +44.2% | -57.1% | +101.4% | +46.4% |
| 5Y | +57.9% | -66.2% | +124.1% | +58.6% |
| 10Y | +162.0% | +328.3% | -166.3% | +124.9% |
| All | +225.8% | +598.6% | -372.8% | +179.8% |
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