+72.5%
CART vs HUBB
+40.0%
+32.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | 0.0% |
| 7D | +3.0% | +1.7% | +1.3% | +2.5% |
| 30D | +28.6% | -9.7% | +38.2% | +31.6% |
| 3M | +29.1% | -15.2% | +44.2% | +33.9% |
| 6M | +44.7% | -14.0% | +58.7% | +49.0% |
| YTD | +29.2% | -2.4% | +31.7% | +26.7% |
| 1Y | +66.2% | -5.8% | +72.0% | +64.4% |
| 3Y | +112.8% | +60.4% | +52.4% | +77.5% |
| All | +72.5% | +40.0% | +32.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling