+142.8%
CI vs HUBB
+381.1%
-238.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.6% |
| 30D | +2.6% | -7.7% | +10.2% | +5.0% |
| 3M | +7.4% | -13.6% | +21.0% | +12.1% |
| 6M | -0.1% | -9.1% | +9.0% | +1.3% |
| YTD | +9.7% | -0.7% | +10.5% | +6.8% |
| 1Y | +12.1% | +1.1% | +11.1% | +8.3% |
| 3Y | +7.0% | +56.2% | -49.2% | -20.3% |
| 5Y | +49.7% | +126.6% | -76.9% | -12.7% |
| All | +142.8% | +381.1% | -238.3% | -5.5% |
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