+185.2%
SITM vs HUBB
+157.3%
+27.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.8% | +3.7% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | -6.6% | -10.0% | +3.4% | +4.4% |
| 3M | -11.9% | -1.6% | -10.3% | -11.2% |
| 6M | +81.1% | -3.1% | +84.2% | +84.2% |
| YTD | +80.0% | +4.6% | +75.4% | +69.2% |
| 1Y | +145.8% | +3.3% | +142.5% | +134.2% |
| 3Y | +475.9% | +46.6% | +429.3% | +298.7% |
| All | +185.2% | +157.3% | +27.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling