+180.6%
CEG vs HUBB
+48.8%
+131.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.6% |
| 7D | +6.7% | +4.8% | +1.8% | +3.2% |
| 30D | +11.0% | -9.3% | +20.3% | +18.5% |
| 3M | +19.5% | -3.9% | +23.4% | +21.3% |
| 6M | -5.9% | -0.8% | -5.0% | -8.1% |
| YTD | -15.0% | +5.6% | -20.5% | -21.3% |
| 1Y | +0.6% | +7.7% | -7.1% | -8.4% |
| 3Y | +180.6% | +47.5% | +133.2% | +120.1% |
| All | +180.6% | +48.8% | +131.8% | +120.1% |
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