+20.8%
COP vs HUBB
+48.8%
-28.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -0.8% | +4.8% | -5.7% | -1.5% |
| 30D | +15.6% | -9.3% | +24.9% | +17.0% |
| 3M | +14.3% | -3.9% | +18.2% | +14.3% |
| 6M | +17.0% | -0.8% | +17.8% | +15.5% |
| YTD | +47.4% | +5.6% | +41.9% | +43.0% |
| 1Y | +52.4% | +7.7% | +44.7% | +46.7% |
| 3Y | +20.8% | +47.5% | -26.6% | +10.4% |
| All | +20.8% | +48.8% | -28.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling