-17.6%
CNH vs HUBB
+126.3%
-143.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.0% | +1.8% | +1.3% | +2.3% |
| 30D | -0.6% | -7.7% | +7.1% | +3.0% |
| 3M | +14.6% | -13.6% | +28.2% | +22.4% |
| 6M | +11.8% | -9.1% | +20.9% | +16.0% |
| YTD | +30.4% | -0.7% | +31.2% | +28.7% |
| 1Y | +19.1% | +1.1% | +18.0% | +16.3% |
| 3Y | +30.2% | +56.2% | -26.0% | -3.2% |
| All | -17.6% | +126.3% | -143.9% | -52.3% |
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