+37.6%
CL vs HUBB
+58.1%
-20.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.0% |
| 7D | +1.3% | +1.7% | -0.3% | +1.5% |
| 30D | +11.4% | -9.7% | +21.0% | +10.6% |
| 3M | +4.4% | -15.2% | +19.6% | +3.4% |
| 6M | +10.8% | -14.0% | +24.8% | +9.9% |
| YTD | +25.1% | -2.4% | +27.6% | +24.9% |
| 1Y | +28.0% | -5.8% | +33.8% | +27.5% |
| 3Y | +37.6% | +60.4% | -22.8% | +37.4% |
| All | +37.6% | +58.1% | -20.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling