+1,167.8%
CAT vs HUBB
+438.6%
+729.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.5% |
| 7D | +5.6% | +4.8% | +0.7% | +2.3% |
| 30D | -2.3% | -9.3% | +7.0% | +4.2% |
| 3M | -10.0% | -3.9% | -6.1% | -7.3% |
| 6M | +21.2% | -0.8% | +22.1% | +21.3% |
| YTD | +44.4% | +5.6% | +38.9% | +38.9% |
| 1Y | +96.3% | +7.7% | +88.6% | +86.2% |
| 3Y | +203.9% | +47.5% | +156.5% | +126.7% |
| 5Y | +333.5% | +153.7% | +179.8% | +113.8% |
| All | +1,167.8% | +438.6% | +729.2% | +235.1% |
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