+62.0%
CVE vs HUBB
-2.3%
+64.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | +4.6% | +4.6% | +0.1% | +4.7% |
| 30D | -12.0% | -8.4% | -3.6% | -12.2% |
| 3M | -3.8% | -14.3% | +10.6% | -4.4% |
| 6M | -2.7% | -9.3% | +6.6% | -3.2% |
| YTD | +73.6% | -0.5% | +74.1% | +68.9% |
| 1Y | +62.0% | -2.1% | +64.1% | +57.3% |
| All | +62.0% | -2.3% | +64.4% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling