+437.9%
HUBB vs SM
+23.0%
+414.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.1% | +4.6% | -4.6% | -0.6% |
| 30D | -10.0% | +18.2% | -28.2% | -11.7% |
| 3M | -1.6% | +22.5% | -24.1% | -4.3% |
| 6M | -3.1% | +50.6% | -53.6% | -8.6% |
| YTD | +4.6% | +108.1% | -103.5% | -5.4% |
| 1Y | +3.3% | +46.0% | -42.7% | -2.9% |
| 3Y | +46.6% | +2.9% | +43.7% | +40.9% |
| 5Y | +158.7% | +112.6% | +46.1% | +122.8% |
| All | +437.9% | +23.0% | +414.9% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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