+2,335.3%
SIMO vs HUBB
+1,509.5%
+825.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.5% |
| 7D | +14.9% | +4.6% | +10.3% | +11.8% |
| 30D | -27.0% | -8.4% | -18.6% | -22.3% |
| 3M | -25.4% | -14.3% | -11.0% | -16.7% |
| 6M | -30.3% | -9.3% | -20.9% | -24.3% |
| YTD | +95.8% | -0.5% | +96.3% | +98.2% |
| 1Y | +100.0% | -2.1% | +102.2% | +104.6% |
| 3Y | +238.3% | +57.2% | +181.0% | +150.9% |
| 5Y | +187.6% | +127.1% | +60.4% | +58.9% |
| 10Y | +422.5% | +385.7% | +36.8% | +51.4% |
| All | +2,335.3% | +1,509.5% | +825.8% | +153.4% |
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