+17,451.9%
COR vs HUBB
+3,947.6%
+13,504.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.8% | +0.5% | +2.2% | +2.6% |
| 30D | +4.5% | -10.0% | +14.5% | +7.3% |
| 3M | +22.7% | -4.8% | +27.4% | +23.4% |
| 6M | -9.7% | -5.6% | -4.2% | -9.3% |
| YTD | -1.4% | +4.7% | -6.1% | -3.7% |
| 1Y | +13.9% | +6.7% | +7.3% | +10.4% |
| 3Y | +94.0% | +45.8% | +48.2% | +67.0% |
| 5Y | +184.0% | +145.9% | +38.1% | +105.9% |
| 10Y | +406.8% | +418.6% | -11.8% | +191.8% |
| All | +17,451.9% | +3,947.6% | +13,504.3% | +5,017.0% |
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