+165.9%
CVE vs HUBB
+423.4%
-257.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.0% |
| 30D | +16.7% | -10.0% | +26.7% | +23.9% |
| 3M | +9.3% | -4.8% | +14.0% | +9.8% |
| 6M | +43.6% | -5.6% | +49.1% | +42.4% |
| YTD | +93.6% | +4.7% | +88.9% | +78.6% |
| 1Y | +98.8% | +6.7% | +92.1% | +78.8% |
| 3Y | +73.6% | +45.8% | +27.8% | +15.0% |
| 5Y | +312.5% | +145.9% | +166.5% | +63.5% |
| All | +165.9% | +423.4% | -257.5% | -41.5% |
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