-30.3%
CLF vs HUBB
+57.1%
-87.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | 0.0% |
| 7D | -19.6% | +1.7% | -21.2% | -20.2% |
| 30D | -5.0% | -9.7% | +4.7% | +1.7% |
| 3M | -6.3% | -15.2% | +8.9% | +4.4% |
| 6M | +2.8% | -14.0% | +16.8% | +12.9% |
| YTD | -13.7% | -2.4% | -11.3% | -14.7% |
| 1Y | +13.6% | -5.8% | +19.4% | +15.2% |
| All | -30.3% | +57.1% | -87.3% | -45.6% |
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 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