+251.7%
CB vs HUBB
+381.1%
-129.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.9% | +1.8% | +1.2% | +2.4% |
| 30D | +7.3% | -7.7% | +15.0% | +9.6% |
| 3M | +9.4% | -13.6% | +23.0% | +13.8% |
| 6M | +19.6% | -9.1% | +28.8% | +21.2% |
| YTD | +21.5% | -0.7% | +22.2% | +18.0% |
| 1Y | +28.0% | +1.1% | +26.9% | +23.3% |
| 3Y | +74.9% | +56.2% | +18.7% | +32.7% |
| 5Y | +108.1% | +126.6% | -18.5% | +26.3% |
| All | +251.7% | +381.1% | -129.4% | +49.6% |
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