+19.6%
CME vs HUBB
-4.0%
+23.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.0% |
| 7D | +4.8% | +0.2% | +4.6% | +4.9% |
| 30D | +14.2% | -8.8% | +23.0% | +12.6% |
| 3M | +17.9% | -12.5% | +30.4% | +15.5% |
| 6M | +7.2% | -14.5% | +21.8% | +5.3% |
| YTD | +16.7% | -0.4% | +17.2% | +16.3% |
| 1Y | +19.6% | -3.4% | +23.0% | +19.0% |
| All | +19.6% | -4.0% | +23.6% | +19.0% |
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