+73,094.2%
HUBB vs SM
+1,608.3%
+71,485.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -10.0% | +26.3% | -36.3% | -13.2% |
| 3M | -4.8% | +8.7% | -13.4% | -6.8% |
| 6M | -5.6% | +51.7% | -57.2% | -12.8% |
| YTD | +4.7% | +99.0% | -94.4% | -7.6% |
| 1Y | +6.7% | +34.6% | -27.9% | -0.7% |
| 3Y | +45.8% | -7.8% | +53.5% | +40.4% |
| 5Y | +145.9% | +104.8% | +41.2% | +100.7% |
| 10Y | +418.6% | +7.2% | +411.3% | +233.5% |
| All | +73,094.2% | +1,608.3% | +71,485.9% | +16,617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling