+245.6%
CRH vs HUBB
+446.9%
-201.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | 0.0% |
| 7D | -6.1% | -0.1% | -6.0% | -6.0% |
| 30D | -9.3% | -10.0% | +0.7% | -3.7% |
| 3M | -15.2% | -1.6% | -13.6% | -15.2% |
| 6M | -14.2% | -3.1% | -11.1% | -14.1% |
| YTD | -28.3% | +4.6% | -32.8% | -31.6% |
| 1Y | -21.8% | +3.3% | -25.1% | -25.4% |
| 3Y | +71.6% | +46.6% | +25.0% | +28.3% |
| 5Y | +96.6% | +158.7% | -62.1% | -0.2% |
| All | +245.6% | +446.9% | -201.3% | +7.3% |
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