+308.1%
HUBS vs SIMO
+605.2%
-297.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.5% | -0.5% |
| 7D | -9.0% | +11.0% | -20.0% | -10.8% |
| 30D | +7.2% | +17.9% | -10.7% | +3.1% |
| 3M | +20.9% | +3.9% | +17.0% | +13.9% |
| 6M | -13.0% | +131.0% | -144.1% | -38.9% |
| YTD | -43.8% | +209.3% | -253.2% | -65.1% |
| 1Y | -54.6% | +223.8% | -278.4% | -72.5% |
| 3Y | -58.5% | +479.2% | -537.7% | -80.3% |
| 5Y | -66.4% | +316.0% | -382.4% | -83.2% |
| All | +308.1% | +605.2% | -297.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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