+3,365.1%
SIMO vs HUBB
+1,593.1%
+1,772.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.6% |
| 7D | +4.2% | +0.5% | +3.7% | +3.8% |
| 30D | +4.1% | -10.0% | +14.1% | +11.3% |
| 3M | -12.9% | -4.8% | -8.1% | -9.5% |
| 6M | +110.3% | -5.6% | +115.9% | +118.2% |
| YTD | +178.6% | +4.7% | +173.9% | +170.4% |
| 1Y | +220.0% | +6.7% | +213.3% | +206.7% |
| 3Y | +409.0% | +45.8% | +363.3% | +289.4% |
| 5Y | +277.3% | +145.9% | +131.4% | +95.3% |
| 10Y | +506.6% | +418.6% | +88.0% | +66.4% |
| All | +3,365.1% | +1,593.1% | +1,772.0% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling