+11.8%
CRM vs HUBB
+46.2%
-34.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.6% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | +28.1% | -10.0% | +38.1% | +30.4% |
| 3M | +48.8% | -1.6% | +50.4% | +47.2% |
| 6M | +28.3% | -3.1% | +31.3% | +26.0% |
| YTD | -6.0% | +4.6% | -10.6% | -11.0% |
| 1Y | +1.4% | +3.3% | -1.9% | -3.8% |
| 3Y | +11.8% | +46.6% | -34.7% | -12.3% |
| All | +11.8% | +46.2% | -34.3% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling