+452.3%
SIMO vs HUBB
+48.8%
+403.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.6% |
| 7D | +14.6% | +4.8% | +9.8% | +11.2% |
| 30D | +6.2% | -9.3% | +15.5% | +13.1% |
| 3M | +3.6% | -3.9% | +7.4% | +6.9% |
| 6M | +130.8% | -0.8% | +131.6% | +132.2% |
| YTD | +195.8% | +5.6% | +190.2% | +186.3% |
| 1Y | +225.0% | +7.7% | +217.3% | +210.8% |
| 3Y | +452.3% | +47.5% | +404.8% | +365.2% |
| All | +452.3% | +48.8% | +403.5% | +365.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling