+241.9%
CORZ vs HUBB
+33.6%
+208.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +0.8% |
| 7D | -11.2% | +1.7% | -12.9% | -12.0% |
| 30D | -26.2% | -9.7% | -16.6% | -18.2% |
| 3M | -44.1% | -15.2% | -29.0% | -34.1% |
| 6M | -52.3% | -14.0% | -38.3% | -44.9% |
| YTD | -19.2% | -2.4% | -16.8% | -18.3% |
| 1Y | -42.9% | -5.8% | -37.1% | -39.9% |
| All | +241.9% | +33.6% | +208.3% | +210.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling