+46.6%
HUBB vs SCCO
+177.0%
-130.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -2.7% | +2.6% | +0.5% |
| 30D | -10.0% | -0.7% | -9.2% | -10.2% |
| 3M | -1.6% | +8.1% | -9.7% | -4.4% |
| 6M | -3.1% | +4.1% | -7.2% | -6.0% |
| YTD | +4.6% | +41.1% | -36.5% | -8.3% |
| 1Y | +3.3% | +95.6% | -92.2% | -18.0% |
| 3Y | +46.6% | +179.3% | -132.7% | +4.8% |
| All | +46.6% | +177.0% | -130.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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