+425.9%
CARR vs HUBB
+432.8%
-6.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.7% |
| 7D | +0.6% | +1.1% | -0.4% | 0.0% |
| 30D | -8.7% | -9.6% | +1.0% | -3.1% |
| 3M | -18.4% | -6.2% | -12.2% | -15.5% |
| 6M | -0.6% | -6.2% | +5.5% | +2.3% |
| YTD | +10.9% | +3.4% | +7.6% | +7.1% |
| 1Y | -7.3% | +5.3% | -12.6% | -11.9% |
| 3Y | +2.9% | +44.4% | -41.5% | -22.2% |
| 5Y | +9.6% | +152.4% | -142.7% | -43.0% |
| All | +425.9% | +432.8% | -6.9% | +88.5% |
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 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