-1.8%
CARR vs HUBB
-4.0%
+2.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +0.3% | -8.8% | +9.1% | +4.6% |
| 3M | -14.9% | -12.5% | -2.4% | -9.6% |
| 6M | -14.9% | -14.5% | -0.3% | -9.0% |
| YTD | +7.0% | -0.4% | +7.4% | +4.1% |
| 1Y | -1.8% | -3.4% | +1.7% | -2.5% |
| All | -1.8% | -4.0% | +2.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling