+220.7%
CF vs HUBB
+147.2%
+73.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.2% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | +14.8% | -10.0% | +24.9% | +15.8% |
| 3M | +14.1% | -4.8% | +18.8% | +14.2% |
| 6M | +28.5% | -5.6% | +34.1% | +28.4% |
| YTD | +74.9% | +4.7% | +70.3% | +71.7% |
| 1Y | +61.7% | +6.7% | +55.0% | +57.9% |
| 3Y | +80.3% | +45.8% | +34.6% | +62.3% |
| All | +220.7% | +147.2% | +73.5% | +174.2% |
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