+77.2%
SPYM vs HUBS
-58.2%
+135.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -0.8% | -9.0% | +8.2% | +0.1% |
| 30D | -1.1% | +7.2% | -8.3% | -2.0% |
| 3M | +3.9% | +20.9% | -17.0% | +0.7% |
| 6M | +13.6% | -13.0% | +26.7% | +13.6% |
| YTD | +12.7% | -43.8% | +56.6% | +21.1% |
| 1Y | +17.6% | -54.6% | +72.2% | +30.9% |
| 3Y | +77.2% | -58.5% | +135.7% | +96.0% |
| All | +77.2% | -58.2% | +135.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling