+13.2%
CNH vs HUBB
+148.7%
-135.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.2% |
| 30D | +32.6% | -9.6% | +42.2% | +39.0% |
| 3M | +29.4% | -6.2% | +35.6% | +32.7% |
| 6M | +26.0% | -6.2% | +32.1% | +28.6% |
| YTD | +52.2% | +3.4% | +48.9% | +47.8% |
| 1Y | +23.9% | +5.3% | +18.5% | +18.5% |
| 3Y | +10.1% | +44.4% | -34.2% | -13.9% |
| 5Y | +13.2% | +152.4% | -139.2% | -38.3% |
| All | +13.2% | +148.7% | -135.5% | -38.3% |
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