+1,893.3%
CVS vs HUBB
+153,832.3%
-151,939.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -1.6% | +4.8% | -6.4% | -1.6% |
| 30D | +0.4% | -9.3% | +9.7% | +0.4% |
| 3M | -0.4% | -3.9% | +3.5% | -0.4% |
| 6M | +25.1% | -0.8% | +26.0% | +25.1% |
| YTD | +23.9% | +5.6% | +18.3% | +23.8% |
| 1Y | +41.1% | +7.7% | +33.3% | +41.0% |
| 3Y | +63.6% | +47.5% | +16.2% | +63.1% |
| 5Y | +31.5% | +153.7% | -122.2% | +30.6% |
| 10Y | +40.5% | +433.0% | -392.5% | +39.0% |
| All | +1,893.3% | +153,832.3% | -151,939.0% | +1,876.6% |
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