+53.3%
SGI vs HUBB
+44.4%
+8.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.9% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +5.5% | -9.6% | +15.1% | +10.5% |
| 3M | -3.6% | -6.2% | +2.6% | -1.3% |
| 6M | -15.0% | -6.2% | -8.9% | -13.3% |
| YTD | -23.0% | +3.4% | -26.4% | -25.2% |
| 1Y | -18.4% | +5.3% | -23.7% | -21.8% |
| All | +53.3% | +44.4% | +8.9% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling