+33.2%
CP vs HUBB
-1.9%
+35.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +2.1% | +1.8% | +0.4% | +1.9% |
| 30D | +9.3% | -7.7% | +17.0% | +10.4% |
| 3M | +0.5% | -13.6% | +14.0% | +2.3% |
| 6M | +10.4% | -9.1% | +19.5% | +11.1% |
| YTD | +28.7% | -0.7% | +29.4% | +23.9% |
| 1Y | +33.2% | +1.1% | +32.1% | +27.4% |
| All | +33.2% | -1.9% | +35.1% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling