+530.1%
SMTC vs HUBB
+446.9%
+83.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +3.7% |
| 7D | +13.1% | -0.1% | +13.2% | +13.2% |
| 30D | +19.5% | -10.0% | +29.4% | +30.7% |
| 3M | +2.2% | -1.6% | +3.8% | +5.0% |
| 6M | +94.9% | -3.1% | +98.0% | +101.2% |
| YTD | +127.0% | +4.6% | +122.4% | +121.2% |
| 1Y | +174.6% | +3.3% | +171.2% | +170.6% |
| 3Y | +615.9% | +46.6% | +569.3% | +457.1% |
| 5Y | +125.6% | +158.7% | -33.1% | +14.0% |
| All | +530.1% | +446.9% | +83.3% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling