+304.8%
SGI vs HUBB
+381.1%
-76.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | -5.3% | +1.8% | -7.1% | -6.4% |
| 30D | -2.1% | -7.7% | +5.6% | +2.4% |
| 3M | -8.2% | -13.6% | +5.4% | 0.0% |
| 6M | -4.6% | -9.1% | +4.6% | -0.8% |
| YTD | -31.5% | -0.7% | -30.7% | -33.7% |
| 1Y | -30.8% | +1.1% | -31.9% | -34.0% |
| 3Y | +67.2% | +56.2% | +11.0% | +7.9% |
| 5Y | +42.5% | +126.6% | -84.1% | -34.7% |
| All | +304.8% | +381.1% | -76.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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