+115.8%
CMS vs HUBB
+430.1%
-314.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.2% | +4.8% | -3.6% | +0.4% |
| 30D | -3.2% | -9.3% | +6.1% | -1.6% |
| 3M | -2.2% | -3.9% | +1.7% | -1.9% |
| 6M | -9.4% | -0.8% | -8.6% | -10.0% |
| YTD | +0.7% | +5.6% | -4.9% | -1.3% |
| 1Y | +0.4% | +7.7% | -7.4% | -2.2% |
| 3Y | +35.2% | +47.5% | -12.3% | +19.4% |
| 5Y | +24.1% | +153.7% | -129.5% | -6.5% |
| 10Y | +115.8% | +433.0% | -317.2% | +33.8% |
| All | +115.8% | +430.1% | -314.3% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling