+601.8%
SMTC vs HUBB
+44.4%
+557.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +3.0% |
| 7D | +22.5% | +1.1% | +21.4% | +21.1% |
| 30D | +24.9% | -9.6% | +34.5% | +39.0% |
| 3M | +4.1% | -6.2% | +10.3% | +12.5% |
| 6M | +92.6% | -6.2% | +98.7% | +104.6% |
| YTD | +122.5% | +3.4% | +119.1% | +114.5% |
| 1Y | +166.2% | +5.3% | +160.9% | +151.4% |
| All | +601.8% | +44.4% | +557.4% | +405.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling