+154.0%
CNH vs HUBB
+446.9%
-292.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.5% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +26.6% | -10.0% | +36.5% | +34.9% |
| 3M | +31.1% | -1.6% | +32.7% | +31.0% |
| 6M | +24.9% | -3.1% | +28.0% | +25.5% |
| YTD | +48.7% | +4.6% | +44.1% | +41.4% |
| 1Y | +22.2% | +3.3% | +18.9% | +16.3% |
| 3Y | +7.4% | +46.6% | -39.1% | -24.0% |
| 5Y | +10.8% | +158.7% | -147.8% | -51.2% |
| All | +154.0% | +446.9% | -292.9% | -38.4% |
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