+227.4%
SIMO vs HUBB
+61.5%
+166.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +3.7% |
| 7D | -8.2% | +1.8% | -10.0% | -8.6% |
| 30D | -34.6% | -6.9% | -27.8% | -30.9% |
| 3M | -32.6% | -13.8% | -18.8% | -24.9% |
| 6M | -31.8% | -9.8% | -22.0% | -25.7% |
| YTD | +87.6% | +0.3% | +87.3% | +89.2% |
| 1Y | +86.7% | -3.3% | +90.0% | +92.5% |
| 3Y | +227.4% | +61.0% | +166.4% | +170.2% |
| All | +227.4% | +61.5% | +166.0% | +170.2% |
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