+68.0%
COST vs HUBB
+43.6%
+24.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -2.5% | -1.7% | -0.8% | -2.4% |
| 30D | -4.4% | -12.7% | +8.2% | -3.4% |
| 3M | -8.1% | -2.9% | -5.1% | -8.2% |
| 6M | -9.2% | -4.8% | -4.5% | -9.5% |
| YTD | +5.1% | +2.8% | +2.3% | +3.7% |
| 1Y | -5.1% | +3.5% | -8.6% | -6.7% |
| All | +68.0% | +43.6% | +24.4% | +52.3% |
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