+256.9%
CP vs HUBB
+396.5%
-139.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -0.7% | +1.2% | -1.9% | -1.2% |
| 30D | +9.6% | -6.4% | +16.1% | +12.1% |
| 3M | +2.2% | -14.4% | +16.6% | +8.2% |
| 6M | +11.1% | -9.0% | +20.1% | +13.6% |
| YTD | +28.2% | +0.7% | +27.4% | +24.2% |
| 1Y | +32.2% | -0.3% | +32.4% | +28.4% |
| 3Y | +35.5% | +59.2% | -23.7% | +1.9% |
| 5Y | +26.8% | +130.2% | -103.4% | -24.1% |
| 10Y | +256.9% | +391.8% | -134.8% | +40.3% |
| All | +256.9% | +396.5% | -139.6% | +40.3% |
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 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