+169.4%
CCJ vs HUBB
+44.4%
+125.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.1% |
| 7D | +4.2% | +1.1% | +3.1% | +3.5% |
| 30D | +3.2% | -9.6% | +12.8% | +10.3% |
| 3M | -1.8% | -6.2% | +4.4% | +1.5% |
| 6M | -13.5% | -6.2% | -7.4% | -11.9% |
| YTD | +9.7% | +3.4% | +6.4% | +5.2% |
| 1Y | +30.0% | +5.3% | +24.7% | +23.6% |
| All | +169.4% | +44.4% | +125.0% | +142.5% |
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