+4,437.5%
SITM vs HUBB
+248.5%
+4,188.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | +0.5% |
| 7D | +3.7% | +1.1% | +2.6% | +2.6% |
| 30D | -14.5% | -9.6% | -4.9% | -5.8% |
| 3M | -10.6% | -6.2% | -4.4% | -5.7% |
| 6M | +65.5% | -6.2% | +71.7% | +74.1% |
| YTD | +67.0% | +3.4% | +63.7% | +60.6% |
| 1Y | +138.6% | +5.3% | +133.3% | +126.0% |
| 3Y | +421.8% | +44.4% | +377.5% | +283.5% |
| 5Y | +172.4% | +152.4% | +20.1% | +20.1% |
| All | +4,437.5% | +248.5% | +4,188.9% | +1,349.4% |
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