+11,573.1%
COST vs HUBB
+150,593.0%
-139,019.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -2.8% | +1.1% | -3.9% | -2.8% |
| 30D | -5.3% | -9.6% | +4.3% | -5.2% |
| 3M | -6.7% | -6.2% | -0.5% | -6.6% |
| 6M | -9.9% | -6.2% | -3.8% | -9.9% |
| YTD | +5.1% | +3.4% | +1.8% | +5.0% |
| 1Y | -7.3% | +5.3% | -12.6% | -7.4% |
| 3Y | +70.4% | +44.4% | +26.0% | +69.5% |
| 5Y | +104.4% | +152.4% | -48.0% | +102.2% |
| 10Y | +609.0% | +437.0% | +171.9% | +596.0% |
| All | +11,573.1% | +150,593.0% | -139,019.9% | +11,408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling