+1,082.1%
CCJ vs HUBB
+2,995.5%
-1,913.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | -0.8% | +1.8% | -2.6% | -1.6% |
| 30D | -13.2% | -7.7% | -5.5% | -9.7% |
| 3M | -27.6% | -13.6% | -14.1% | -22.2% |
| 6M | -38.7% | -9.1% | -29.6% | -36.0% |
| YTD | -22.7% | -0.7% | -22.0% | -23.0% |
| 1Y | -17.6% | +1.1% | -18.6% | -18.5% |
| 3Y | +62.7% | +56.2% | +6.5% | +30.0% |
| 5Y | +159.7% | +126.6% | +33.1% | +69.6% |
| 10Y | +769.3% | +384.6% | +384.8% | +276.6% |
| All | +1,082.1% | +2,995.5% | -1,913.4% | +167.6% |
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 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