+152.4%
HUBB vs SM
+119.2%
+33.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -9.6% | +20.3% | -29.9% | -11.6% |
| 3M | -6.2% | +22.9% | -29.1% | -9.0% |
| 6M | -6.2% | +47.8% | -54.0% | -12.1% |
| YTD | +3.4% | +107.5% | -104.1% | -8.5% |
| 1Y | +5.3% | +51.7% | -46.4% | -2.5% |
| 3Y | +44.4% | -0.9% | +45.2% | +38.9% |
| 5Y | +152.4% | +112.2% | +40.1% | +117.5% |
| All | +152.4% | +119.2% | +33.1% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling