+19,269.7%
CMI vs HUBB
+150,593.0%
-131,323.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | -12.3% | -9.6% | -2.7% | -12.1% |
| 3M | -16.8% | -6.2% | -10.6% | -16.7% |
| 6M | +1.5% | -6.2% | +7.7% | +1.7% |
| YTD | +9.8% | +3.4% | +6.4% | +9.8% |
| 1Y | +42.6% | +5.3% | +37.3% | +42.5% |
| 3Y | +151.0% | +44.4% | +106.6% | +149.3% |
| 5Y | +167.0% | +152.4% | +14.7% | +162.5% |
| 10Y | +512.2% | +437.0% | +75.1% | +494.9% |
| All | +19,269.7% | +150,593.0% | -131,323.3% | +21,261.0% |
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 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