+48.2%
CSX vs HUBB
+123.0%
-74.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.1% |
| 7D | -5.5% | +1.7% | -7.2% | -6.1% |
| 30D | +4.9% | -9.7% | +14.6% | +7.8% |
| 3M | -2.9% | -15.2% | +12.3% | +1.5% |
| 6M | +8.3% | -14.0% | +22.3% | +12.1% |
| YTD | +36.7% | -2.4% | +39.2% | +34.8% |
| 1Y | +41.5% | -5.8% | +47.3% | +41.0% |
| 3Y | +68.6% | +60.4% | +8.2% | +33.4% |
| All | +48.2% | +123.0% | -74.8% | -1.3% |
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 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