+242.0%
COF vs HUBB
+446.9%
-204.9%
-60.3%
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% | -0.6% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | -6.0% | -10.0% | +3.9% | +0.8% |
| 3M | +14.8% | -1.6% | +16.4% | +14.4% |
| 6M | +15.3% | -3.1% | +18.4% | +14.8% |
| YTD | -13.0% | +4.6% | -17.6% | -18.5% |
| 1Y | -5.7% | +3.3% | -9.1% | -11.6% |
| 3Y | +118.1% | +46.6% | +71.6% | +49.9% |
| 5Y | +46.2% | +158.7% | -112.5% | -39.7% |
| All | +242.0% | +446.9% | -204.9% | -24.1% |
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 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