+18,551.4%
CAT vs HUBB
+144,902.7%
-126,351.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -6.3% | -2.6% | -3.8% | -6.3% |
| 30D | -26.8% | -7.7% | -19.1% | -26.7% |
| 3M | -30.0% | -13.0% | -17.0% | -29.9% |
| 6M | -34.6% | -10.6% | -24.0% | -34.4% |
| YTD | +2.9% | -0.6% | +3.5% | +3.0% |
| 1Y | +3.3% | -4.1% | +7.4% | +3.4% |
| 3Y | +153.7% | +57.2% | +96.5% | +152.0% |
| 5Y | +207.3% | +127.2% | +80.1% | +203.5% |
| 10Y | +674.0% | +386.2% | +287.8% | +657.2% |
| All | +18,551.4% | +144,902.7% | -126,351.3% | +24,904.5% |
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