+467.4%
CF vs HUBB
+390.1%
+77.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +4.8% | -2.6% | +7.3% | +5.7% |
| 30D | +9.7% | -7.7% | +17.4% | +12.7% |
| 3M | +1.2% | -13.0% | +14.3% | +6.1% |
| 6M | +7.4% | -10.6% | +17.9% | +9.7% |
| YTD | +60.5% | -0.6% | +61.1% | +52.7% |
| 1Y | +50.7% | -4.1% | +54.9% | +45.6% |
| 3Y | +64.8% | +57.2% | +7.6% | +11.6% |
| 5Y | +115.8% | +127.2% | -11.4% | +6.3% |
| All | +467.4% | +390.1% | +77.3% | +60.1% |
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 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