+336.7%
COP vs HUBB
+381.1%
-44.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +4.4% | +1.8% | +2.7% | +3.5% |
| 30D | 0.0% | -7.7% | +7.6% | +3.4% |
| 3M | +15.0% | -13.6% | +28.6% | +22.4% |
| 6M | +22.0% | -9.1% | +31.1% | +24.3% |
| YTD | +55.3% | -0.7% | +56.1% | +47.9% |
| 1Y | +64.1% | +1.1% | +63.1% | +54.3% |
| 3Y | +34.1% | +56.2% | -22.1% | -10.3% |
| 5Y | +133.4% | +126.6% | +6.8% | +11.3% |
| All | +336.7% | +381.1% | -44.4% | +14.4% |
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 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