+3,542.1%
CLS vs HUBB
+154.5%
+3,387.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.8% | +4.9% |
| 7D | +12.8% | +4.8% | +7.9% | +8.2% |
| 30D | +3.8% | -9.3% | +13.1% | +13.3% |
| 3M | -14.6% | -3.9% | -10.7% | -12.1% |
| 6M | +32.2% | -0.8% | +33.1% | +32.6% |
| YTD | +11.6% | +5.6% | +6.1% | +5.3% |
| 1Y | +35.1% | +7.7% | +27.3% | +26.6% |
| 3Y | +1,312.5% | +47.5% | +1,265.1% | +1,007.9% |
| 5Y | +3,542.1% | +153.7% | +3,388.4% | +1,901.3% |
| All | +3,542.1% | +154.5% | +3,387.5% | +1,901.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling