+338.5%
COP vs HUBB
+446.9%
-108.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.6% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +8.6% | -10.0% | +18.6% | +14.1% |
| 3M | +19.9% | -1.6% | +21.5% | +18.5% |
| 6M | +19.0% | -3.1% | +22.1% | +16.8% |
| YTD | +50.0% | +4.6% | +45.4% | +40.1% |
| 1Y | +50.5% | +3.3% | +47.2% | +40.3% |
| 3Y | +25.2% | +46.6% | -21.4% | -11.9% |
| 5Y | +194.3% | +158.7% | +35.6% | +28.3% |
| All | +338.5% | +446.9% | -108.4% | +6.3% |
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 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