+1,872.3%
SGI vs HUBB
+1,670.9%
+201.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +8.5% | +0.5% | +8.0% | +8.2% |
| 30D | +0.7% | -10.0% | +10.7% | +8.3% |
| 3M | +0.6% | -4.8% | +5.4% | +3.0% |
| 6M | -17.9% | -5.6% | -12.4% | -16.0% |
| YTD | -21.2% | +4.7% | -25.8% | -25.5% |
| 1Y | -18.9% | +6.7% | -25.5% | -25.1% |
| 3Y | +52.6% | +45.8% | +6.9% | +5.8% |
| 5Y | +60.7% | +145.9% | -85.2% | -27.3% |
| 10Y | +278.1% | +418.6% | -140.5% | -3.5% |
| All | +1,872.3% | +1,670.9% | +201.3% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling