-26.2%
CLX vs HUBB
+5.5%
-31.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -17.0% | -10.0% | -7.1% | -17.1% |
| 3M | -9.7% | -1.6% | -8.1% | -10.2% |
| 6M | -19.8% | -3.1% | -16.7% | -20.5% |
| YTD | -9.8% | +4.6% | -14.4% | -9.8% |
| 1Y | -26.2% | +3.3% | -29.5% | -27.2% |
| All | -26.2% | +5.5% | -31.7% | -27.2% |
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