+626.9%
CEG vs HUBB
+145.4%
+481.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.5% |
| 7D | +1.3% | +1.1% | +0.2% | +0.6% |
| 30D | +8.8% | -9.6% | +18.5% | +15.6% |
| 3M | +17.0% | -6.2% | +23.2% | +20.4% |
| 6M | -8.7% | -6.2% | -2.6% | -7.0% |
| YTD | -16.4% | +3.4% | -19.8% | -20.1% |
| 1Y | -1.8% | +5.3% | -7.1% | -7.2% |
| 3Y | +175.8% | +44.4% | +131.4% | +122.7% |
| All | +626.9% | +145.4% | +481.6% | +338.5% |
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 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