+1,269.2%
SMH vs HUBB
+3,395.1%
-2,125.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | +5.2% | +4.8% | +0.4% | +2.2% |
| 30D | -1.5% | -9.3% | +7.8% | +4.5% |
| 3M | -4.1% | -3.9% | -0.2% | -1.6% |
| 6M | +50.8% | -0.8% | +51.6% | +51.1% |
| YTD | +59.3% | +5.6% | +53.7% | +53.7% |
| 1Y | +94.1% | +7.7% | +86.3% | +84.5% |
| 3Y | +286.7% | +47.5% | +239.3% | +202.2% |
| 5Y | +339.4% | +153.7% | +185.7% | +144.2% |
| 10Y | +1,803.3% | +433.0% | +1,370.2% | +548.0% |
| All | +1,269.2% | +3,395.1% | -2,125.9% | +22.5% |
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