+20.2%
CLF vs HUBB
-4.0%
+24.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.5% | -6.7% | -7.8% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | +5.2% | -8.8% | +14.1% | +10.9% |
| 3M | +4.3% | -12.5% | +16.8% | +12.3% |
| 6M | +25.3% | -14.5% | +39.8% | +35.2% |
| YTD | -3.3% | -0.4% | -2.9% | -9.0% |
| 1Y | +20.2% | -3.4% | +23.7% | +17.8% |
| All | +20.2% | -4.0% | +24.2% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling