+470.1%
CMS vs HUBB
+142,140.5%
-141,670.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.9% | -1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.5% |
| 30D | +7.2% | -9.7% | +16.8% | +7.3% |
| 3M | -1.3% | -15.2% | +13.9% | -1.1% |
| 6M | -4.3% | -14.0% | +9.7% | -4.2% |
| YTD | +2.1% | -2.4% | +4.5% | +2.1% |
| 1Y | -0.6% | -5.8% | +5.2% | -0.6% |
| 3Y | +38.0% | +60.4% | -22.4% | +37.4% |
| 5Y | +33.6% | +125.4% | -91.8% | +32.6% |
| 10Y | +128.6% | +409.7% | -281.1% | +125.5% |
| All | +470.1% | +142,140.5% | -141,670.3% | +483.6% |
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