+1,615.1%
SGI vs HUBB
+1,579.7%
+35.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | -8.2% | -13.6% | +5.4% | +0.3% |
| 6M | -4.6% | -9.1% | +4.6% | -0.6% |
| YTD | -31.5% | -0.7% | -30.7% | -33.7% |
| 1Y | -30.8% | +1.1% | -31.9% | -34.1% |
| 3Y | +67.2% | +56.2% | +11.0% | +8.9% |
| 5Y | +42.5% | +126.6% | -84.1% | -32.2% |
| 10Y | +321.9% | +384.6% | -62.7% | +11.7% |
| All | +1,615.1% | +1,579.7% | +35.4% | +63.2% |
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