+1,031.0%
CBOE vs HUBB
+1,389.3%
-358.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +2.7% | -9.6% | +12.3% | +4.7% |
| 3M | +0.7% | -6.2% | +6.9% | +1.2% |
| 6M | -2.0% | -6.2% | +4.2% | -1.9% |
| YTD | +17.1% | +3.4% | +13.8% | +14.4% |
| 1Y | +26.5% | +5.3% | +21.2% | +22.5% |
| 3Y | +96.1% | +44.4% | +51.8% | +67.5% |
| 5Y | +149.3% | +152.4% | -3.1% | +74.0% |
| 10Y | +386.5% | +437.0% | -50.6% | +153.7% |
| All | +1,031.0% | +1,389.3% | -358.3% | +275.0% |
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 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