+303.6%
SIMO vs HUBB
+154.5%
+149.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.7% |
| 7D | +14.6% | +4.8% | +9.8% | +11.8% |
| 30D | +6.2% | -9.3% | +15.5% | +11.8% |
| 3M | +3.6% | -3.9% | +7.4% | +6.4% |
| 6M | +130.8% | -0.8% | +131.6% | +132.6% |
| YTD | +195.8% | +5.6% | +190.2% | +189.3% |
| 1Y | +225.0% | +7.7% | +217.3% | +215.1% |
| 3Y | +452.3% | +47.5% | +404.8% | +372.4% |
| 5Y | +303.6% | +153.7% | +149.9% | +181.0% |
| All | +303.6% | +154.5% | +149.1% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling