-17.9%
CLS vs HUBB
-1.9%
-16.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +16.3% | +1.8% | +14.5% | +14.5% |
| 30D | -25.7% | -7.7% | -18.0% | -19.8% |
| 3M | -30.9% | -13.6% | -17.3% | -20.3% |
| 6M | -35.5% | -9.1% | -26.4% | -30.1% |
| YTD | -18.7% | -0.7% | -18.0% | -26.4% |
| 1Y | -17.9% | +1.1% | -19.0% | -27.4% |
| All | -17.9% | -1.9% | -16.0% | -27.4% |
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