+4,850.5%
CL vs HUBB
+152,497.4%
-147,646.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -4.8% | -10.0% | +5.2% | -4.8% |
| 3M | +4.9% | -4.8% | +9.7% | +4.9% |
| 6M | -5.7% | -5.6% | -0.2% | -5.7% |
| YTD | +14.4% | +4.7% | +9.7% | +14.3% |
| 1Y | +8.7% | +6.7% | +2.1% | +8.7% |
| 3Y | +30.0% | +45.8% | -15.8% | +29.5% |
| 5Y | +28.4% | +145.9% | -117.6% | +27.4% |
| 10Y | +50.1% | +418.6% | -368.5% | +48.2% |
| All | +4,850.5% | +152,497.4% | -147,646.9% | +5,169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling