+374.9%
SPYM vs HUBS
+578.5%
-203.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -2.0% | -12.4% | +10.4% | +0.3% |
| 30D | -1.6% | +1.4% | -3.0% | -2.3% |
| 3M | +4.7% | +16.0% | -11.2% | +0.3% |
| 6M | +12.6% | -17.0% | +29.6% | +12.5% |
| YTD | +11.8% | -44.3% | +56.1% | +19.4% |
| 1Y | +17.5% | -54.3% | +71.8% | +29.7% |
| 3Y | +77.0% | -58.4% | +135.3% | +93.9% |
| 5Y | +82.6% | -66.7% | +149.3% | +95.6% |
| 10Y | +320.3% | +315.9% | +4.4% | +166.6% |
| All | +374.9% | +578.5% | -203.5% | +177.7% |
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