+4,789.7%
SITM vs HUBB
+252.7%
+4,537.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.8% | +3.9% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | -6.6% | -10.0% | +3.4% | +3.6% |
| 3M | -11.9% | -1.6% | -10.3% | -11.0% |
| 6M | +81.1% | -3.1% | +84.2% | +84.9% |
| YTD | +80.0% | +4.6% | +75.4% | +71.2% |
| 1Y | +145.8% | +3.3% | +142.5% | +137.1% |
| 3Y | +475.9% | +46.6% | +429.3% | +317.4% |
| 5Y | +189.2% | +158.7% | +30.5% | +24.9% |
| All | +4,789.7% | +252.7% | +4,537.0% | +1,445.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling