-29.6%
SIMO vs HUBB
-8.9%
-20.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +6.9% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | -25.4% | -6.4% | -18.9% | -18.0% |
| 3M | -17.8% | -14.4% | -3.4% | +1.0% |
| 6M | -29.6% | -9.0% | -20.6% | -21.7% |
| All | -29.6% | -8.9% | -20.6% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling