+6,781.2%
CME vs HUBB
+2,229.8%
+4,551.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +6.2% | -10.0% | +16.2% | +10.7% |
| 3M | +10.4% | -4.8% | +15.2% | +11.0% |
| 6M | -9.5% | -5.6% | -4.0% | -9.7% |
| YTD | +6.0% | +4.7% | +1.4% | +0.6% |
| 1Y | +9.3% | +6.7% | +2.6% | +1.9% |
| 3Y | +57.7% | +45.8% | +11.9% | +17.9% |
| 5Y | +77.7% | +145.9% | -68.2% | -3.3% |
| 10Y | +281.2% | +418.6% | -137.4% | +28.7% |
| All | +6,781.2% | +2,229.8% | +4,551.4% | +974.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling