+3,105.3%
HUBB vs SCCO
+33,197.0%
-30,091.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.7% | +1.4% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | -12.7% | -0.2% | -12.5% | -13.0% |
| 3M | -2.9% | +17.8% | -20.7% | -7.9% |
| 6M | -4.8% | +2.3% | -7.0% | -7.1% |
| YTD | +2.8% | +41.6% | -38.8% | -9.0% |
| 1Y | +3.5% | +101.9% | -98.4% | -17.1% |
| 3Y | +43.5% | +186.2% | -142.6% | +1.8% |
| 5Y | +154.2% | +309.7% | -155.5% | +58.4% |
| 10Y | +434.0% | +1,094.2% | -660.2% | +144.2% |
| All | +3,105.3% | +33,197.0% | -30,091.7% | +729.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling