+127.6%
CLF vs HUBB
+427.3%
-299.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | +0.1% |
| 7D | -2.7% | +1.1% | -3.7% | -3.6% |
| 30D | -3.2% | -9.6% | +6.4% | +5.0% |
| 3M | -5.0% | -6.2% | +1.2% | -0.8% |
| 6M | +26.6% | -6.2% | +32.7% | +30.5% |
| YTD | -9.0% | +3.4% | -12.3% | -14.1% |
| 1Y | +11.8% | +5.3% | +6.5% | +3.8% |
| 3Y | -15.1% | +44.4% | -59.5% | -42.9% |
| 5Y | -48.2% | +152.4% | -200.6% | -80.8% |
| 10Y | +127.6% | +437.0% | -309.5% | -66.5% |
| All | +127.6% | +427.3% | -299.7% | -66.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling