-57.6%
HUBS vs SIMO
+469.0%
-526.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.3% | -4.2% |
| 7D | -6.2% | +14.5% | -20.8% | -6.0% |
| 30D | +6.6% | +20.4% | -13.8% | +6.9% |
| 3M | +16.4% | +7.1% | +9.3% | +15.1% |
| 6M | -19.7% | +129.2% | -149.0% | -33.9% |
| YTD | -42.6% | +201.9% | -244.6% | -57.9% |
| 1Y | -54.2% | +235.5% | -289.7% | -67.9% |
| All | -57.6% | +469.0% | -526.5% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling