+61.8%
CVE vs HUBB
+1,209.0%
-1,147.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -2.2% |
| 7D | -16.1% | +1.7% | -17.8% | -17.1% |
| 30D | -10.4% | -9.7% | -0.7% | -4.7% |
| 3M | -2.4% | -15.2% | +12.8% | +7.3% |
| 6M | -4.4% | -14.0% | +9.6% | +1.7% |
| YTD | +64.9% | -2.4% | +67.4% | +57.9% |
| 1Y | +66.0% | -5.8% | +71.8% | +61.8% |
| 3Y | +57.7% | +60.4% | -2.8% | -3.1% |
| 5Y | +144.7% | +125.4% | +19.3% | +6.6% |
| 10Y | +139.2% | +409.7% | -270.5% | -42.3% |
| All | +61.8% | +1,209.0% | -1,147.1% | -82.5% |
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 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