+421.5%
CARR vs HUBB
+439.2%
-17.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.4% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -8.9% | -10.0% | +1.0% | -3.1% |
| 3M | -17.3% | -1.6% | -15.7% | -16.8% |
| 6M | -1.4% | -3.1% | +1.7% | -0.5% |
| YTD | +10.0% | +4.6% | +5.4% | +5.4% |
| 1Y | -6.4% | +3.3% | -9.7% | -9.9% |
| 3Y | +1.5% | +46.6% | -45.0% | -24.0% |
| 5Y | +9.3% | +158.7% | -149.4% | -44.1% |
| All | +421.5% | +439.2% | -17.7% | +85.5% |
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 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