+126.1%
COP vs HUBB
+129.2%
-3.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +0.7% | +1.2% | -0.5% | +0.4% |
| 30D | +0.2% | -6.4% | +6.7% | +1.3% |
| 3M | +10.2% | -14.4% | +24.6% | +13.2% |
| 6M | +20.1% | -9.0% | +29.1% | +21.1% |
| YTD | +50.5% | +0.7% | +49.8% | +46.8% |
| 1Y | +56.8% | -0.3% | +57.1% | +53.1% |
| 3Y | +30.3% | +59.2% | -28.9% | +9.0% |
| All | +126.1% | +129.2% | -3.1% | +70.8% |
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