+53.4%
CL vs HUBB
+430.1%
-376.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.4% | +4.8% | -6.2% | -2.0% |
| 30D | -5.2% | -9.3% | +4.1% | -4.0% |
| 3M | +3.3% | -3.9% | +7.2% | +3.4% |
| 6M | -4.4% | -0.8% | -3.5% | -5.0% |
| YTD | +13.9% | +5.6% | +8.3% | +11.8% |
| 1Y | +7.6% | +7.7% | -0.1% | +5.0% |
| 3Y | +29.6% | +47.5% | -17.9% | +15.6% |
| 5Y | +28.1% | +153.7% | -125.6% | -1.9% |
| 10Y | +53.4% | +433.0% | -379.7% | -4.6% |
| All | +53.4% | +430.1% | -376.7% | -4.6% |
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