+281.7%
CORZ vs HUBB
+36.1%
+245.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +4.1% |
| 7D | -7.8% | -2.6% | -5.2% | -4.9% |
| 30D | -14.8% | -7.7% | -7.1% | -7.5% |
| 3M | -32.5% | -13.0% | -19.4% | -22.2% |
| 6M | -42.7% | -10.6% | -32.1% | -36.4% |
| YTD | -9.8% | -0.6% | -9.3% | -10.4% |
| 1Y | -31.9% | -4.1% | -27.8% | -29.6% |
| All | +281.7% | +36.1% | +245.5% | +240.9% |
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