+235.5%
SIMO vs HUBB
+5.9%
+229.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.7% |
| 7D | +14.5% | +1.1% | +13.4% | +13.4% |
| 30D | +20.4% | -9.6% | +30.0% | +30.0% |
| 3M | +7.1% | -6.2% | +13.3% | +13.4% |
| 6M | +129.2% | -6.2% | +135.4% | +137.2% |
| YTD | +201.9% | +3.4% | +198.6% | +190.6% |
| 1Y | +235.5% | +5.3% | +230.2% | +220.2% |
| All | +235.5% | +5.9% | +229.7% | +220.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling