+695.3%
CAT vs HUBB
+382.2%
+313.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.4% |
| 7D | +9.3% | +4.6% | +4.7% | +6.2% |
| 30D | -21.5% | -8.4% | -13.1% | -16.9% |
| 3M | -29.1% | -14.3% | -14.7% | -21.5% |
| 6M | -33.4% | -9.3% | -24.0% | -28.7% |
| YTD | +6.6% | -0.5% | +7.1% | +6.5% |
| 1Y | +6.5% | -2.1% | +8.7% | +7.6% |
| 3Y | +162.7% | +57.2% | +105.4% | +88.0% |
| 5Y | +214.2% | +127.1% | +87.1% | +68.0% |
| All | +695.3% | +382.2% | +313.1% | +144.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling