-13.6%
SOUN vs HUBB
+144.4%
-158.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | +0.3% |
| 7D | -4.4% | +1.1% | -5.5% | -5.3% |
| 30D | -13.1% | -9.6% | -3.5% | -6.2% |
| 3M | -7.7% | -6.2% | -1.5% | -4.0% |
| 6M | -21.2% | -6.2% | -15.0% | -20.2% |
| YTD | -35.0% | +3.4% | -38.4% | -39.8% |
| 1Y | -56.4% | +5.3% | -61.7% | -60.1% |
| 3Y | +181.7% | +44.4% | +137.4% | +116.3% |
| All | -13.6% | +144.4% | -158.0% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling