+425.9%
CORZ vs HUBB
+41.5%
+384.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -1.4% |
| 7D | +7.6% | +1.1% | +6.5% | +6.7% |
| 30D | -6.9% | -9.6% | +2.7% | +2.6% |
| 3M | -33.0% | -6.2% | -26.8% | -29.3% |
| 6M | +19.3% | -6.2% | +25.5% | +24.1% |
| YTD | +24.2% | +3.4% | +20.9% | +18.1% |
| 1Y | +24.5% | +5.3% | +19.2% | +16.4% |
| All | +425.9% | +41.5% | +384.4% | +349.4% |
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