-4.4%
CLX vs HUBB
+446.9%
-451.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -17.0% | -10.0% | -7.1% | -16.1% |
| 3M | -9.7% | -1.6% | -8.1% | -9.8% |
| 6M | -19.8% | -3.1% | -16.7% | -20.0% |
| YTD | -9.8% | +4.6% | -14.4% | -10.9% |
| 1Y | -26.2% | +3.3% | -29.5% | -27.0% |
| 3Y | -36.2% | +46.6% | -82.8% | -40.6% |
| 5Y | -38.3% | +158.7% | -197.0% | -47.6% |
| All | -4.4% | +446.9% | -451.3% | -29.9% |
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