+2,953.7%
CLS vs HUBB
+437.4%
+2,516.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +5.0% | -1.7% | +6.6% | +6.4% |
| 30D | +4.8% | -12.7% | +17.4% | +16.7% |
| 3M | -10.4% | -2.9% | -7.4% | -8.6% |
| 6M | +20.8% | -4.8% | +25.6% | +25.4% |
| YTD | +10.0% | +2.8% | +7.2% | +7.4% |
| 1Y | +28.5% | +3.5% | +25.0% | +26.2% |
| 3Y | +1,292.2% | +43.5% | +1,248.7% | +1,035.4% |
| 5Y | +3,616.8% | +154.2% | +3,462.6% | +1,913.8% |
| All | +2,953.7% | +437.4% | +2,516.3% | +997.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling