+2,193.0%
SIMO vs HUBB
+1,508.8%
+684.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.2% |
| 7D | -16.0% | -2.6% | -13.5% | -14.1% |
| 30D | -35.8% | -7.7% | -28.1% | -32.0% |
| 3M | -26.5% | -13.0% | -13.5% | -18.9% |
| 6M | -33.0% | -10.6% | -22.4% | -26.7% |
| YTD | +84.3% | -0.6% | +84.9% | +86.6% |
| 1Y | +82.0% | -4.1% | +86.1% | +88.4% |
| 3Y | +218.5% | +57.2% | +161.3% | +136.1% |
| 5Y | +175.0% | +127.2% | +47.9% | +51.8% |
| 10Y | +407.5% | +386.2% | +21.3% | +46.8% |
| All | +2,193.0% | +1,508.8% | +684.1% | +138.5% |
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