+39.9%
CL vs HUBB
+123.0%
-83.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.2% |
| 7D | +1.3% | +1.7% | -0.3% | +1.3% |
| 30D | +11.4% | -9.7% | +21.0% | +11.6% |
| 3M | +4.4% | -15.2% | +19.6% | +4.8% |
| 6M | +10.8% | -14.0% | +24.8% | +11.0% |
| YTD | +25.1% | -2.4% | +27.6% | +24.3% |
| 1Y | +28.0% | -5.8% | +33.8% | +27.4% |
| 3Y | +37.6% | +60.4% | -22.8% | +25.4% |
| All | +39.9% | +123.0% | -83.1% | +16.1% |
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