+48.4%
CART vs HUBB
-2.3%
+50.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.6% |
| 7D | +1.2% | +4.6% | -3.4% | +1.0% |
| 30D | +17.8% | -8.4% | +26.1% | +17.8% |
| 3M | +20.7% | -14.3% | +35.0% | +20.6% |
| 6M | +49.7% | -9.3% | +59.0% | +49.9% |
| YTD | +30.0% | -0.5% | +30.5% | +32.3% |
| 1Y | +48.4% | -2.1% | +50.5% | +51.2% |
| All | +48.4% | -2.3% | +50.7% | +51.2% |
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