+5,967.0%
CF vs HUBB
+1,602.2%
+4,364.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +6.0% | +0.5% | +5.5% | +5.5% |
| 30D | +14.8% | -10.0% | +24.9% | +21.5% |
| 3M | +14.1% | -4.8% | +18.8% | +14.8% |
| 6M | +28.5% | -5.6% | +34.1% | +27.0% |
| YTD | +74.9% | +4.7% | +70.3% | +61.0% |
| 1Y | +61.7% | +6.7% | +55.0% | +45.5% |
| 3Y | +80.3% | +45.8% | +34.6% | +20.1% |
| 5Y | +226.0% | +145.9% | +80.0% | +39.0% |
| 10Y | +569.9% | +418.6% | +151.3% | +59.2% |
| All | +5,967.0% | +1,602.2% | +4,364.8% | +443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling