+593.1%
CEG vs HUBB
+135.7%
+457.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +12.1% | +1.8% | +10.3% | +11.1% |
| 30D | +0.2% | -7.7% | +7.9% | +5.1% |
| 3M | +0.7% | -13.6% | +14.3% | +9.9% |
| 6M | +2.2% | -9.1% | +11.4% | +7.4% |
| YTD | -20.3% | -0.7% | -19.6% | -21.9% |
| 1Y | -16.1% | +1.1% | -17.1% | -18.7% |
| 3Y | +134.7% | +56.2% | +78.5% | +84.8% |
| All | +593.1% | +135.7% | +457.4% | +328.6% |
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