+223.5%
CB vs HUBB
+427.3%
-203.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -3.1% | -9.6% | +6.5% | -0.1% |
| 3M | +4.2% | -6.2% | +10.4% | +5.2% |
| 6M | +4.7% | -6.2% | +10.9% | +5.0% |
| YTD | +8.8% | +3.4% | +5.5% | +4.9% |
| 1Y | +22.6% | +5.3% | +17.3% | +16.7% |
| 3Y | +70.6% | +44.4% | +26.3% | +35.2% |
| 5Y | +99.4% | +152.4% | -52.9% | +15.7% |
| 10Y | +223.5% | +437.0% | -213.6% | +29.0% |
| All | +223.5% | +427.3% | -203.8% | +29.0% |
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