+107.7%
COST vs HUBB
+157.3%
-49.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -4.7% | -10.0% | +5.2% | -3.0% |
| 3M | -7.1% | -1.6% | -5.5% | -7.4% |
| 6M | -8.5% | -3.1% | -5.4% | -9.0% |
| YTD | +5.4% | +4.6% | +0.8% | +2.8% |
| 1Y | -5.6% | +3.3% | -9.0% | -8.0% |
| 3Y | +68.5% | +46.6% | +21.9% | +43.9% |
| All | +107.7% | +157.3% | -49.6% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling