+67.8%
CSX vs HUBB
+147.2%
-79.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -3.1% | -10.0% | +6.9% | 0.0% |
| 3M | +7.2% | -4.8% | +11.9% | +8.1% |
| 6M | +16.2% | -5.6% | +21.7% | +16.9% |
| YTD | +37.5% | +4.7% | +32.9% | +33.4% |
| 1Y | +53.2% | +6.7% | +46.6% | +47.0% |
| 3Y | +68.2% | +45.8% | +22.5% | +39.4% |
| All | +67.8% | +147.2% | -79.4% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling