+515.3%
SPGI vs HUBS
+598.6%
-83.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.5% |
| 7D | -3.1% | -6.2% | +3.1% | -1.6% |
| 30D | +2.0% | +6.6% | -4.6% | 0.0% |
| 3M | +4.3% | +16.4% | -12.1% | -1.1% |
| 6M | -0.2% | -19.7% | +19.5% | +1.4% |
| YTD | -14.8% | -42.6% | +27.8% | -6.9% |
| 1Y | -18.5% | -54.2% | +35.6% | -6.8% |
| 3Y | +16.0% | -57.1% | +73.1% | +29.9% |
| 5Y | +2.2% | -66.2% | +68.4% | +12.7% |
| 10Y | +296.4% | +328.3% | -31.8% | +120.7% |
| All | +515.3% | +598.6% | -83.3% | +216.7% |
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 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