-21.9%
CLX vs HUBB
+8.5%
-30.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -9.2% | +0.5% | -9.8% | -9.2% |
| 30D | -11.0% | -10.0% | -1.0% | -11.1% |
| 3M | +5.0% | -4.8% | +9.8% | +4.5% |
| 6M | -18.8% | -5.6% | -13.3% | -19.4% |
| YTD | -4.4% | +4.7% | -9.1% | -4.3% |
| 1Y | -21.9% | +6.7% | -28.5% | -22.1% |
| All | -21.9% | +8.5% | -30.3% | -22.1% |
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