+193.3%
COP vs HUBB
+148.7%
+44.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +11.7% | -9.6% | +21.3% | +13.7% |
| 3M | +17.7% | -6.2% | +23.9% | +18.3% |
| 6M | +18.3% | -6.2% | +24.5% | +18.3% |
| YTD | +49.1% | +3.4% | +45.7% | +44.9% |
| 1Y | +53.3% | +5.3% | +48.0% | +47.9% |
| 3Y | +22.2% | +44.4% | -22.2% | +5.7% |
| 5Y | +193.3% | +152.4% | +40.9% | +121.0% |
| All | +193.3% | +148.7% | +44.6% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling