-13.3%
CLF vs HUBB
+51.4%
-64.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +7.6% | +0.5% | +7.0% | +7.2% |
| 30D | -1.2% | -10.0% | +8.8% | +5.6% |
| 3M | -13.4% | -4.8% | -8.6% | -11.2% |
| 6M | +15.4% | -5.6% | +21.0% | +17.7% |
| YTD | -5.9% | +4.7% | -10.5% | -10.9% |
| 1Y | +18.8% | +6.7% | +12.1% | +11.2% |
| All | -13.3% | +51.4% | -64.7% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling