+51.5%
CART vs HUBB
+50.2%
+1.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +12.6% | -10.0% | +22.6% | +15.4% |
| 3M | +23.1% | -4.8% | +27.9% | +23.9% |
| 6M | +39.5% | -5.6% | +45.1% | +39.8% |
| YTD | +13.5% | +4.7% | +8.9% | +9.7% |
| 1Y | +14.9% | +6.7% | +8.2% | +9.5% |
| All | +51.5% | +50.2% | +1.3% | +20.9% |
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