+381.5%
SPY vs HUBS
+598.6%
-217.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.3% |
| 7D | -0.4% | -6.2% | +5.9% | +0.7% |
| 30D | -1.4% | +6.6% | -8.0% | -2.9% |
| 3M | +3.7% | +16.4% | -12.7% | -0.7% |
| 6M | +13.0% | -19.7% | +32.8% | +13.7% |
| YTD | +12.4% | -42.6% | +55.0% | +19.4% |
| 1Y | +18.5% | -54.2% | +72.7% | +30.7% |
| 3Y | +77.6% | -57.1% | +134.8% | +93.7% |
| 5Y | +81.7% | -66.2% | +147.9% | +94.3% |
| 10Y | +319.7% | +328.3% | -8.6% | +168.4% |
| All | +381.5% | +598.6% | -217.1% | +187.9% |
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