+105.2%
CTVA vs HUBB
+148.7%
-43.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.7% | -1.7% | -3.0% | -4.3% |
| 30D | +11.1% | -12.7% | +23.8% | +14.7% |
| 3M | +13.7% | -2.9% | +16.7% | +13.8% |
| 6M | +11.2% | -4.8% | +16.0% | +11.2% |
| YTD | +26.9% | +2.8% | +24.1% | +24.0% |
| 1Y | +18.8% | +3.5% | +15.3% | +15.5% |
| 3Y | +75.9% | +43.5% | +32.4% | +51.5% |
| 5Y | +105.2% | +154.2% | -49.0% | +38.0% |
| All | +105.2% | +148.7% | -43.5% | +38.0% |
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 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