+300.2%
CCJ vs HUBB
+157.3%
+142.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.9% |
| 7D | -4.0% | -0.1% | -4.0% | -4.0% |
| 30D | -2.4% | -10.0% | +7.6% | +4.2% |
| 3M | -2.3% | -1.6% | -0.7% | -2.2% |
| 6M | -16.2% | -3.1% | -13.1% | -16.1% |
| YTD | +5.7% | +4.6% | +1.1% | +1.3% |
| 1Y | +21.3% | +3.3% | +17.9% | +17.5% |
| 3Y | +159.4% | +46.6% | +112.8% | +107.1% |
| All | +300.2% | +157.3% | +142.8% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling