-45.9%
CHTR vs HUBB
+446.9%
-492.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -3.0% | -10.0% | +7.0% | -0.2% |
| 3M | +4.8% | -1.6% | +6.4% | +4.2% |
| 6M | -35.0% | -3.1% | -31.9% | -35.6% |
| YTD | -30.2% | +4.6% | -34.8% | -32.7% |
| 1Y | -44.8% | +3.3% | -48.1% | -46.7% |
| 3Y | -66.6% | +46.6% | -113.1% | -72.1% |
| 5Y | -81.5% | +158.7% | -240.2% | -87.6% |
| All | -45.9% | +446.9% | -492.8% | -74.9% |
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