+37.4%
CMI vs HUBB
+5.5%
+31.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -12.4% | -10.0% | -2.4% | -6.4% |
| 3M | -14.8% | -1.6% | -13.2% | -13.9% |
| 6M | +0.8% | -3.1% | +3.9% | +1.2% |
| YTD | +10.2% | +4.6% | +5.6% | +6.0% |
| 1Y | +37.4% | +3.3% | +34.1% | +33.3% |
| All | +37.4% | +5.5% | +31.9% | +33.3% |
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