+68.0%
CNH vs HUBB
+479.6%
-411.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +23.3% | +0.5% | +22.7% | +22.8% |
| 30D | +33.5% | -10.0% | +43.5% | +42.3% |
| 3M | +32.7% | -4.8% | +37.5% | +35.6% |
| 6M | +22.2% | -5.6% | +27.7% | +24.9% |
| YTD | +57.7% | +4.7% | +53.0% | +50.2% |
| 1Y | +28.0% | +6.7% | +21.3% | +19.5% |
| 3Y | +11.5% | +45.8% | -34.2% | -20.1% |
| 5Y | +11.9% | +145.9% | -134.1% | -47.0% |
| 10Y | +162.8% | +418.6% | -255.8% | -26.7% |
| All | +68.0% | +479.6% | -411.6% | -57.1% |
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 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