+40.7%
CL vs HUBB
+57.0%
-16.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +3.2% | +1.8% | +1.5% | +3.4% |
| 30D | +8.0% | -7.7% | +15.7% | +7.5% |
| 3M | +7.9% | -13.6% | +21.4% | +6.9% |
| 6M | +14.7% | -9.1% | +23.9% | +14.1% |
| YTD | +29.2% | -0.7% | +29.9% | +29.1% |
| 1Y | +29.5% | +1.1% | +28.5% | +29.6% |
| 3Y | +40.7% | +56.2% | -15.5% | +40.9% |
| All | +40.7% | +57.0% | -16.4% | +40.9% |
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