+318.0%
CORZ vs HUBB
+36.2%
+281.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.1% |
| 7D | +26.4% | +4.6% | +21.8% | +21.2% |
| 30D | -6.8% | -8.4% | +1.6% | +2.0% |
| 3M | -31.1% | -14.3% | -16.8% | -19.3% |
| 6M | -36.9% | -9.3% | -27.6% | -30.8% |
| YTD | -1.2% | -0.5% | -0.7% | -1.8% |
| 1Y | -12.5% | -2.1% | -10.4% | -11.4% |
| All | +318.0% | +36.2% | +281.8% | +273.6% |
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