+16.5%
CME vs HUBB
-1.9%
+18.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.9% | +1.8% | +2.2% | +4.2% |
| 30D | +11.3% | -7.7% | +19.0% | +10.1% |
| 3M | +19.6% | -13.6% | +33.1% | +16.9% |
| 6M | +8.1% | -9.1% | +17.2% | +6.6% |
| YTD | +20.4% | -0.7% | +21.1% | +19.0% |
| 1Y | +16.5% | +1.1% | +15.4% | +15.2% |
| All | +16.5% | -1.9% | +18.4% | +15.2% |
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