+61.5%
CF vs HUBB
+58.1%
+3.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | +0.8% |
| 7D | -3.2% | +1.7% | -4.8% | -3.1% |
| 30D | +4.3% | -9.7% | +14.0% | +4.1% |
| 3M | +2.8% | -15.2% | +18.0% | +2.6% |
| 6M | +0.6% | -14.0% | +14.6% | +0.5% |
| YTD | +56.6% | -2.4% | +59.1% | +54.6% |
| 1Y | +49.6% | -5.8% | +55.4% | +48.0% |
| 3Y | +61.5% | +60.4% | +1.1% | +54.3% |
| All | +61.5% | +58.1% | +3.4% | +54.3% |
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