+445.6%
SITM vs HUBB
+43.6%
+402.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.7% |
| 7D | +4.8% | -1.7% | +6.5% | +6.7% |
| 30D | -9.7% | -12.7% | +2.9% | +4.5% |
| 3M | -9.3% | -2.9% | -6.4% | -7.5% |
| 6M | +69.5% | -4.8% | +74.3% | +74.7% |
| YTD | +70.5% | +2.8% | +67.8% | +61.5% |
| 1Y | +145.3% | +3.5% | +141.7% | +130.5% |
| All | +445.6% | +43.6% | +402.0% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling