+5,760.6%
CRM vs HUBB
+1,696.4%
+4,064.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.0% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | +28.1% | -10.0% | +38.1% | +35.0% |
| 3M | +48.8% | -1.6% | +50.4% | +46.7% |
| 6M | +28.3% | -3.1% | +31.3% | +25.2% |
| YTD | -6.0% | +4.6% | -10.6% | -13.1% |
| 1Y | +1.4% | +3.3% | -1.9% | -6.2% |
| 3Y | +11.8% | +46.6% | -34.7% | -19.4% |
| 5Y | -2.0% | +158.7% | -160.7% | -51.2% |
| 10Y | +239.6% | +443.5% | -203.8% | -3.8% |
| All | +5,760.6% | +1,696.4% | +4,064.2% | +536.4% |
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