+722.6%
HUBS vs SIMO
+1,114.0%
-391.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.7% | -11.6% | -4.5% |
| 7D | -5.0% | +4.2% | -9.2% | -5.9% |
| 30D | -1.0% | +4.1% | -5.1% | -3.3% |
| 3M | +12.4% | -12.9% | +25.2% | +9.8% |
| 6M | -11.1% | +110.3% | -121.5% | -34.9% |
| YTD | -38.3% | +178.6% | -216.9% | -59.4% |
| 1Y | -46.7% | +220.0% | -266.7% | -66.6% |
| 3Y | -55.1% | +409.0% | -464.1% | -76.5% |
| 5Y | -64.8% | +277.3% | -342.2% | -80.8% |
| 10Y | +334.3% | +506.6% | -172.3% | +86.1% |
| All | +722.6% | +1,114.0% | -391.4% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling