+1,914.6%
CLS vs HUBB
+381.1%
+1,533.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +16.3% | +1.8% | +14.5% | +14.8% |
| 30D | -25.7% | -7.7% | -18.0% | -20.8% |
| 3M | -30.9% | -13.6% | -17.3% | -21.9% |
| 6M | -35.5% | -9.1% | -26.4% | -30.3% |
| YTD | -18.7% | -0.7% | -18.0% | -18.1% |
| 1Y | -17.9% | +1.1% | -19.0% | -17.9% |
| 3Y | +838.1% | +56.2% | +781.9% | +633.5% |
| 5Y | +1,971.9% | +126.6% | +1,845.3% | +1,120.6% |
| All | +1,914.6% | +381.1% | +1,533.5% | +687.2% |
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