-21.6%
SGI vs HUBB
+3.7%
-25.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -4.9% | -1.7% | -3.2% | -4.2% |
| 30D | +1.6% | -12.7% | +14.3% | +7.5% |
| 3M | -3.2% | -2.9% | -0.2% | -2.9% |
| 6M | -16.0% | -4.8% | -11.3% | -15.4% |
| YTD | -25.4% | +2.8% | -28.2% | -26.5% |
| 1Y | -21.6% | +3.5% | -25.1% | -23.8% |
| All | -21.6% | +3.7% | -25.3% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling