+655.9%
STM vs HUBS
+323.9%
+332.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -1.4% | -9.0% | +7.6% | +1.4% |
| 30D | -4.9% | +7.2% | -12.2% | -8.0% |
| 3M | -34.0% | +20.9% | -54.9% | -40.5% |
| 6M | +51.8% | -13.0% | +64.9% | +45.2% |
| YTD | +99.4% | -43.8% | +143.2% | +119.8% |
| 1Y | +99.1% | -54.6% | +153.7% | +135.3% |
| 3Y | +19.5% | -58.5% | +77.9% | +39.8% |
| 5Y | +19.5% | -66.4% | +85.9% | +36.9% |
| All | +655.9% | +323.9% | +332.0% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling