-16.5%
SOUN vs HUBB
+147.3%
-163.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.7% |
| 7D | -7.1% | -0.1% | -7.1% | -7.1% |
| 30D | -15.4% | -10.0% | -5.4% | -8.2% |
| 3M | -10.6% | -1.6% | -9.0% | -10.6% |
| 6M | -19.6% | -3.1% | -16.6% | -20.9% |
| YTD | -37.2% | +4.6% | -41.8% | -42.4% |
| 1Y | -57.1% | +3.3% | -60.4% | -60.0% |
| 3Y | +178.2% | +46.6% | +131.6% | +111.3% |
| All | -16.5% | +147.3% | -163.8% | -33.2% |
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