+681.6%
CLF vs HUBB
+146,154.7%
-145,473.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +6.9% |
| 7D | -14.1% | +1.8% | -15.9% | -14.1% |
| 30D | -5.5% | -6.9% | +1.3% | -5.4% |
| 3M | 0.0% | -13.8% | +13.8% | +0.4% |
| 6M | +11.3% | -9.8% | +21.1% | +11.6% |
| YTD | -7.7% | +0.3% | -8.0% | -7.7% |
| 1Y | +17.5% | -3.3% | +20.9% | +17.7% |
| 3Y | -25.4% | +61.0% | -86.5% | -26.1% |
| 5Y | -46.0% | +128.5% | -174.5% | -46.8% |
| 10Y | +80.1% | +398.9% | -318.8% | +75.3% |
| All | +681.6% | +146,154.7% | -145,473.1% | +607.1% |
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