+71.8%
CB vs HUBB
+58.1%
+13.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.7% |
| 7D | +0.2% | +1.7% | -1.4% | +0.3% |
| 30D | +9.1% | -9.7% | +18.7% | +8.9% |
| 3M | +3.4% | -15.2% | +18.6% | +3.2% |
| 6M | +14.1% | -14.0% | +28.1% | +13.8% |
| YTD | +18.0% | -2.4% | +20.5% | +17.1% |
| 1Y | +30.1% | -5.8% | +35.9% | +29.3% |
| 3Y | +71.8% | +60.4% | +11.4% | +59.8% |
| All | +71.8% | +58.1% | +13.7% | +59.8% |
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