-5.1%
COF vs HUBB
-4.0%
-1.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +5.7% | -8.8% | +14.5% | +8.7% |
| 3M | -6.7% | -12.5% | +5.8% | -3.0% |
| 6M | +9.5% | -14.5% | +24.0% | +13.9% |
| YTD | -13.9% | -0.4% | -13.4% | -17.7% |
| 1Y | -5.1% | -3.4% | -1.6% | -7.4% |
| All | -5.1% | -4.0% | -1.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling