-0.9%
CCL vs HUBB
+148.7%
-149.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.7% |
| 7D | -4.4% | +1.1% | -5.5% | -5.1% |
| 30D | -18.2% | -9.6% | -8.6% | -12.4% |
| 3M | -17.7% | -6.2% | -11.5% | -15.1% |
| 6M | -13.0% | -6.2% | -6.9% | -10.8% |
| YTD | -24.5% | +3.4% | -27.8% | -28.0% |
| 1Y | -26.9% | +5.3% | -32.3% | -31.6% |
| 3Y | +50.8% | +44.4% | +6.4% | +7.6% |
| 5Y | -0.9% | +152.4% | -153.3% | -57.5% |
| All | -0.9% | +148.7% | -149.6% | -57.5% |
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 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