+575.8%
SPMO vs HUBB
+525.4%
+50.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | +2.7% | +1.1% | +1.6% | +2.2% |
| 30D | +1.1% | -9.6% | +10.7% | +5.2% |
| 3M | +2.0% | -6.2% | +8.2% | +4.6% |
| 6M | +26.5% | -6.2% | +32.7% | +29.1% |
| YTD | +26.5% | +3.4% | +23.2% | +23.8% |
| 1Y | +27.9% | +5.3% | +22.6% | +23.9% |
| 3Y | +160.4% | +44.4% | +116.0% | +117.7% |
| 5Y | +151.5% | +152.4% | -0.9% | +63.8% |
| 10Y | +526.3% | +437.0% | +89.3% | +206.9% |
| All | +575.8% | +525.4% | +50.5% | +225.1% |
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