+4,615.1%
COP vs HUBB
+146,787.3%
-142,172.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +0.2% | -6.4% | +6.7% | +0.3% |
| 3M | +10.2% | -14.4% | +24.6% | +10.4% |
| 6M | +20.1% | -9.0% | +29.1% | +20.2% |
| YTD | +50.5% | +0.7% | +49.8% | +50.4% |
| 1Y | +56.8% | -0.3% | +57.1% | +56.7% |
| 3Y | +30.3% | +59.2% | -28.9% | +29.2% |
| 5Y | +126.8% | +130.2% | -3.4% | +123.7% |
| 10Y | +325.0% | +391.8% | -66.8% | +315.7% |
| All | +4,615.1% | +146,787.3% | -142,172.2% | +3,817.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling