+417.8%
SIMO vs HUBB
+382.2%
+35.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.6% |
| 7D | +14.9% | +4.6% | +10.3% | +12.4% |
| 30D | -27.0% | -8.4% | -18.6% | -23.3% |
| 3M | -25.4% | -14.3% | -11.0% | -18.6% |
| 6M | -30.3% | -9.3% | -20.9% | -25.5% |
| YTD | +95.8% | -0.5% | +96.3% | +98.9% |
| 1Y | +100.0% | -2.1% | +102.2% | +104.7% |
| 3Y | +238.3% | +57.2% | +181.0% | +179.4% |
| 5Y | +187.6% | +127.1% | +60.4% | +95.6% |
| All | +417.8% | +382.2% | +35.6% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling