+753.7%
CCJ vs HUBB
+381.1%
+372.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | -0.8% | +1.8% | -2.6% | -1.7% |
| 30D | -13.2% | -7.7% | -5.5% | -9.4% |
| 3M | -27.6% | -13.6% | -14.1% | -21.6% |
| 6M | -38.7% | -9.1% | -29.6% | -35.8% |
| YTD | -22.7% | -0.7% | -22.0% | -23.2% |
| 1Y | -17.6% | +1.1% | -18.6% | -18.9% |
| 3Y | +62.7% | +56.2% | +6.5% | +28.2% |
| 5Y | +159.7% | +126.6% | +33.1% | +64.2% |
| All | +753.7% | +381.1% | +372.6% | +236.9% |
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