+50.0%
CI vs HUBB
+129.4%
-79.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.4% |
| 7D | +0.1% | +1.8% | -1.7% | -0.1% |
| 30D | +4.7% | -6.9% | +11.5% | +5.4% |
| 3M | +5.2% | -13.8% | +19.0% | +6.8% |
| 6M | +3.8% | -9.8% | +13.6% | +4.4% |
| YTD | +9.2% | +0.3% | +8.9% | +8.0% |
| 1Y | +14.3% | -3.3% | +17.6% | +13.5% |
| 3Y | +8.4% | +61.0% | -52.6% | -6.6% |
| 5Y | +50.0% | +128.5% | -78.5% | +10.2% |
| All | +50.0% | +129.4% | -79.4% | +10.2% |
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