+1,323.2%
CRS vs HUBB
+446.9%
+876.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.6% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -16.1% | -10.0% | -6.2% | -8.5% |
| 3M | -21.2% | -1.6% | -19.6% | -21.3% |
| 6M | +8.7% | -3.1% | +11.8% | +8.7% |
| YTD | +41.0% | +4.6% | +36.4% | +31.1% |
| 1Y | +82.7% | +3.3% | +79.3% | +71.2% |
| 3Y | +604.8% | +46.6% | +558.2% | +351.1% |
| 5Y | +1,384.7% | +158.7% | +1,226.0% | +418.2% |
| All | +1,323.2% | +446.9% | +876.3% | +131.0% |
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