+1,065.3%
CCJ vs HUBB
+437.4%
+627.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -3.2% | -1.7% | -1.5% | -2.2% |
| 30D | -1.3% | -12.7% | +11.3% | +6.5% |
| 3M | +2.5% | -2.9% | +5.5% | +3.7% |
| 6M | -18.9% | -4.8% | -14.1% | -17.6% |
| YTD | +6.5% | +2.8% | +3.7% | +4.0% |
| 1Y | +22.8% | +3.5% | +19.3% | +20.0% |
| 3Y | +164.5% | +43.5% | +120.9% | +116.4% |
| 5Y | +303.7% | +154.2% | +149.5% | +141.1% |
| All | +1,065.3% | +437.4% | +627.9% | +361.6% |
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