+35.7%
CMS vs HUBB
+123.0%
-87.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.9% | -1.5% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +7.2% | -9.7% | +16.8% | +8.0% |
| 3M | -1.3% | -15.2% | +13.9% | 0.0% |
| 6M | -4.3% | -14.0% | +9.7% | -3.4% |
| YTD | +2.1% | -2.4% | +4.5% | +1.5% |
| 1Y | -0.6% | -5.8% | +5.2% | -0.9% |
| 3Y | +38.0% | +60.4% | -22.4% | +21.5% |
| All | +35.7% | +123.0% | -87.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling