+73.2%
CB vs HUBB
+51.4%
+21.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | -3.1% | -10.0% | +6.9% | -3.2% |
| 3M | +9.0% | -4.8% | +13.7% | +8.7% |
| 6M | +2.9% | -5.6% | +8.4% | +2.6% |
| YTD | +10.1% | +4.7% | +5.4% | +9.3% |
| 1Y | +22.8% | +6.7% | +16.1% | +21.7% |
| All | +73.2% | +51.4% | +21.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling