+159.5%
CVE vs HUBB
+126.3%
+33.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +5.9% | +1.8% | +4.2% | +5.4% |
| 30D | -10.9% | -7.7% | -3.2% | -9.0% |
| 3M | -4.5% | -13.6% | +9.0% | -1.0% |
| 6M | -1.0% | -9.1% | +8.2% | +0.3% |
| YTD | +74.7% | -0.7% | +75.5% | +70.1% |
| 1Y | +65.8% | +1.1% | +64.8% | +60.1% |
| 3Y | +73.2% | +56.2% | +17.0% | +38.8% |
| All | +159.5% | +126.3% | +33.2% | +79.2% |
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