+65.3%
CME vs HUBB
+59.4%
+6.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.3% |
| 7D | +2.5% | +1.2% | +1.3% | +2.6% |
| 30D | +13.9% | -6.4% | +20.4% | +13.2% |
| 3M | +22.4% | -14.4% | +36.8% | +20.5% |
| 6M | +12.9% | -9.0% | +21.9% | +12.1% |
| YTD | +19.6% | +0.7% | +18.9% | +19.9% |
| 1Y | +17.7% | -0.3% | +17.9% | +17.9% |
| All | +65.3% | +59.4% | +6.0% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling