+696.9%
CLF vs HUBB
+152,497.5%
-151,800.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | +0.5% | +7.0% | +7.6% |
| 30D | -1.2% | -10.0% | +8.8% | -0.9% |
| 3M | -13.4% | -4.8% | -8.6% | -13.3% |
| 6M | +15.4% | -5.6% | +21.0% | +15.6% |
| YTD | -5.9% | +4.7% | -10.5% | -6.0% |
| 1Y | +18.8% | +6.7% | +12.1% | +18.7% |
| 3Y | -19.4% | +45.8% | -65.2% | -20.0% |
| 5Y | -47.7% | +145.9% | -193.7% | -48.7% |
| 10Y | +130.4% | +418.6% | -288.2% | +124.0% |
| All | +696.9% | +152,497.5% | -151,800.6% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling