+3,343.4%
STX vs HUBS
+323.9%
+3,019.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -2.3% | -9.0% | +6.7% | -0.6% |
| 30D | -5.5% | +7.2% | -12.7% | -7.4% |
| 3M | -4.3% | +20.9% | -25.2% | -11.3% |
| 6M | +115.6% | -13.0% | +128.6% | +109.8% |
| YTD | +202.2% | -43.8% | +246.0% | +223.0% |
| 1Y | +325.3% | -54.6% | +379.9% | +373.8% |
| 3Y | +1,283.9% | -58.5% | +1,342.4% | +1,433.0% |
| 5Y | +1,048.3% | -66.4% | +1,114.7% | +1,133.2% |
| All | +3,343.4% | +323.9% | +3,019.5% | +1,390.3% |
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