+11.1%
SMR vs HUBB
+178.5%
-167.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.9% | +14.4% | +14.4% |
| 7D | +21.4% | +4.8% | +16.6% | +16.2% |
| 30D | +13.8% | -9.3% | +23.1% | +25.1% |
| 3M | +3.9% | -3.9% | +7.8% | +7.4% |
| 6M | -4.2% | -0.8% | -3.4% | -5.8% |
| YTD | -21.1% | +5.6% | -26.7% | -26.4% |
| 1Y | -67.1% | +7.7% | -74.8% | -69.1% |
| 3Y | +88.9% | +47.5% | +41.4% | +61.7% |
| All | +11.1% | +178.5% | -167.4% | -19.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling