+19,008.0%
CAT vs HUBB
+146,154.7%
-127,146.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.8% | +4.4% | +7.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.4% |
| 30D | -25.0% | -6.9% | -18.1% | -24.9% |
| 3M | -28.7% | -13.8% | -14.9% | -28.5% |
| 6M | -33.0% | -9.8% | -23.2% | -32.8% |
| YTD | +5.4% | +0.3% | +5.1% | +5.5% |
| 1Y | +7.3% | -3.3% | +10.6% | +7.4% |
| 3Y | +166.0% | +61.0% | +105.0% | +164.2% |
| 5Y | +210.1% | +128.5% | +81.6% | +206.2% |
| 10Y | +712.5% | +398.9% | +313.6% | +694.6% |
| All | +19,008.0% | +146,154.7% | -127,146.8% | +25,512.3% |
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