+3.5%
COR vs HUBB
-4.0%
+7.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.4% | +4.2% |
| 7D | +9.1% | +0.2% | +8.9% | +9.0% |
| 30D | +12.4% | -8.8% | +21.2% | +13.4% |
| 3M | +15.8% | -12.5% | +28.3% | +17.4% |
| 6M | +17.1% | -14.5% | +31.6% | +18.8% |
| YTD | +5.4% | -0.4% | +5.9% | +3.5% |
| 1Y | +3.5% | -3.4% | +7.0% | +1.6% |
| All | +3.5% | -4.0% | +7.5% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling