-29.6%
CLS vs HUBB
-4.0%
-25.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.5% | -6.6% | -6.7% |
| 7D | -21.1% | +0.2% | -21.4% | -21.2% |
| 30D | -38.2% | -8.8% | -29.4% | -32.5% |
| 3M | -36.3% | -12.5% | -23.8% | -27.6% |
| 6M | -43.8% | -14.5% | -29.3% | -35.0% |
| YTD | -20.0% | -0.4% | -19.6% | -30.0% |
| 1Y | -29.6% | -3.4% | -26.1% | -33.3% |
| All | -29.6% | -4.0% | -25.6% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling