+7,739.7%
CP vs HUBB
+144,902.8%
-137,163.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +2.8% | -2.6% | +5.4% | +2.8% |
| 30D | +11.0% | -7.7% | +18.7% | +11.1% |
| 3M | +3.8% | -13.0% | +16.9% | +4.0% |
| 6M | +9.5% | -10.6% | +20.1% | +9.6% |
| YTD | +28.2% | -0.6% | +28.8% | +28.1% |
| 1Y | +33.0% | -4.1% | +37.1% | +33.0% |
| 3Y | +35.5% | +57.2% | -21.6% | +34.7% |
| 5Y | +25.8% | +127.2% | -101.4% | +24.4% |
| 10Y | +250.7% | +386.2% | -135.4% | +244.3% |
| All | +7,739.7% | +144,902.8% | -137,163.1% | +7,019.4% |
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 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