+395.2%
COR vs HUBB
+446.9%
-51.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | +2.6% | -10.0% | +12.5% | +5.5% |
| 3M | +14.5% | -1.6% | +16.1% | +14.0% |
| 6M | -7.8% | -3.1% | -4.7% | -8.1% |
| YTD | -4.2% | +4.6% | -8.8% | -6.8% |
| 1Y | +7.0% | +3.3% | +3.7% | +4.1% |
| 3Y | +85.5% | +46.6% | +38.9% | +53.2% |
| 5Y | +181.2% | +158.7% | +22.5% | +75.4% |
| All | +395.2% | +446.9% | -51.7% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling