+35,415.6%
CTSH vs HUBB
+2,011.3%
+33,404.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | -2.1% | +1.2% | -3.2% | -2.9% |
| 30D | +8.0% | -6.4% | +14.4% | +10.9% |
| 3M | +10.6% | -14.4% | +25.0% | +18.3% |
| 6M | +32.5% | -9.0% | +41.5% | +33.7% |
| YTD | -21.0% | +0.7% | -21.7% | -26.1% |
| 1Y | -9.9% | -0.3% | -9.6% | -15.5% |
| 3Y | +3.1% | +59.2% | -56.1% | -29.8% |
| 5Y | -13.4% | +130.2% | -143.6% | -54.4% |
| 10Y | +37.1% | +391.8% | -354.6% | -57.1% |
| All | +35,415.6% | +2,011.3% | +33,404.3% | +3,889.4% |
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