+86.5%
COR vs HUBB
+44.4%
+42.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -3.9% | +1.1% | -5.0% | -3.9% |
| 30D | -0.3% | -9.6% | +9.3% | 0.0% |
| 3M | +15.9% | -6.2% | +22.1% | +15.9% |
| 6M | -10.3% | -6.2% | -4.1% | -10.2% |
| YTD | -3.7% | +3.4% | -7.1% | -3.7% |
| 1Y | +9.1% | +5.3% | +3.8% | +9.0% |
| All | +86.5% | +44.4% | +42.1% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling