+47.5%
SGI vs HUBB
+148.7%
-101.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.0% |
| 30D | +1.6% | -12.7% | +14.3% | +9.3% |
| 3M | -3.2% | -2.9% | -0.2% | -2.4% |
| 6M | -16.0% | -4.8% | -11.3% | -14.8% |
| YTD | -25.4% | +2.8% | -28.2% | -27.8% |
| 1Y | -21.6% | +3.5% | -25.1% | -24.8% |
| 3Y | +52.9% | +43.5% | +9.3% | +14.2% |
| 5Y | +47.5% | +154.2% | -106.7% | -30.8% |
| All | +47.5% | +148.7% | -101.2% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling