+1,312.5%
CLS vs HUBB
+48.8%
+1,263.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.8% | +4.7% |
| 7D | +12.8% | +4.8% | +7.9% | +7.3% |
| 30D | +3.8% | -9.3% | +13.1% | +15.2% |
| 3M | -14.6% | -3.9% | -10.7% | -12.0% |
| 6M | +32.2% | -0.8% | +33.1% | +31.2% |
| YTD | +11.6% | +5.6% | +6.1% | +2.3% |
| 1Y | +35.1% | +7.7% | +27.3% | +22.4% |
| 3Y | +1,312.5% | +47.5% | +1,265.1% | +962.4% |
| All | +1,312.5% | +48.8% | +1,263.7% | +962.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling