+31.8%
CLX vs HUBB
+381.1%
-349.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +9.5% | +1.8% | +7.8% | +9.3% |
| 30D | +30.7% | -7.7% | +38.4% | +31.7% |
| 3M | +4.2% | -13.6% | +17.8% | +5.8% |
| 6M | +22.1% | -9.1% | +31.2% | +22.8% |
| YTD | +14.1% | -0.7% | +14.8% | +13.3% |
| 1Y | +10.3% | +1.1% | +9.2% | +9.2% |
| 3Y | -7.8% | +56.2% | -64.0% | -15.1% |
| 5Y | -20.8% | +126.6% | -147.5% | -31.6% |
| All | +31.8% | +381.1% | -349.3% | +0.3% |
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 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