+206.1%
COR vs HUBB
+126.3%
+79.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +7.8% | +1.8% | +6.1% | +7.7% |
| 30D | +7.0% | -7.7% | +14.7% | +7.8% |
| 3M | +16.3% | -13.6% | +29.8% | +17.8% |
| 6M | +41.3% | -9.1% | +50.4% | +42.0% |
| YTD | +7.1% | -0.7% | +7.9% | +6.7% |
| 1Y | -0.8% | +1.1% | -1.9% | -1.4% |
| 3Y | +85.0% | +56.2% | +28.8% | +70.4% |
| All | +206.1% | +126.3% | +79.8% | +150.8% |
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