-12.0%
CHYM vs HUBB
+19.4%
-31.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.9% | -5.3% |
| 7D | -2.9% | -1.7% | -1.2% | -2.5% |
| 30D | +3.0% | -12.7% | +15.6% | +6.9% |
| 3M | +98.7% | -2.9% | +101.7% | +95.5% |
| 6M | +46.4% | -4.8% | +51.2% | +42.5% |
| YTD | +29.8% | +2.8% | +27.0% | +17.3% |
| 1Y | +40.5% | +3.5% | +36.9% | +25.8% |
| All | -12.0% | +19.4% | -31.4% | -24.4% |
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