+1.5%
CARR vs HUBB
+46.2%
-44.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.5% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -8.9% | -10.0% | +1.0% | -3.5% |
| 3M | -17.3% | -1.6% | -15.7% | -16.8% |
| 6M | -1.4% | -3.1% | +1.7% | -0.6% |
| YTD | +10.0% | +4.6% | +5.4% | +5.6% |
| 1Y | -6.4% | +3.3% | -9.7% | -9.8% |
| 3Y | +1.5% | +46.6% | -45.0% | -24.8% |
| All | +1.5% | +46.2% | -44.6% | -24.8% |
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