+76.3%
CL vs HUBB
+413.4%
-337.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.1% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | +11.6% | -6.9% | +18.5% | +12.5% |
| 3M | +5.6% | -13.8% | +19.4% | +7.5% |
| 6M | +13.2% | -9.8% | +23.0% | +14.0% |
| YTD | +26.9% | +0.3% | +26.6% | +25.2% |
| 1Y | +27.3% | -3.3% | +30.7% | +26.2% |
| 3Y | +39.7% | +61.0% | -21.3% | +21.6% |
| 5Y | +41.3% | +128.5% | -87.2% | +10.6% |
| 10Y | +76.3% | +398.9% | -322.6% | +19.7% |
| All | +76.3% | +413.4% | -337.1% | +19.7% |
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 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