+755.8%
STM vs HUBS
+629.7%
+126.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | +5.2% | -4.3% | +9.5% | +6.4% |
| 30D | -7.4% | +14.2% | -21.6% | -11.8% |
| 3M | -30.6% | +15.5% | -46.2% | -36.1% |
| 6M | +66.4% | -18.9% | +85.3% | +63.9% |
| YTD | +101.1% | -40.1% | +141.2% | +115.9% |
| 1Y | +97.4% | -51.8% | +149.1% | +126.0% |
| 3Y | +21.1% | -55.2% | +76.4% | +37.3% |
| 5Y | +22.5% | -64.7% | +87.1% | +37.3% |
| 10Y | +657.6% | +327.0% | +330.6% | +263.4% |
| All | +755.8% | +629.7% | +126.1% | +263.9% |
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