+131.4%
CLF vs HUBB
+438.6%
-307.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.4% |
| 7D | +6.5% | +4.8% | +1.7% | +2.4% |
| 30D | +0.2% | -9.3% | +9.5% | +8.4% |
| 3M | -3.1% | -3.9% | +0.8% | -0.9% |
| 6M | +25.0% | -0.8% | +25.9% | +22.9% |
| YTD | -7.5% | +5.6% | -13.0% | -14.2% |
| 1Y | +11.5% | +7.7% | +3.8% | +1.6% |
| 3Y | -13.7% | +47.5% | -61.2% | -42.9% |
| 5Y | -47.0% | +153.7% | -200.7% | -80.4% |
| All | +131.4% | +438.6% | -307.3% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling