+378.0%
HUBB vs CAPR
-63.2%
+441.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.7% | +7.5% | -1.1% |
| 7D | +4.6% | +19.1% | -14.5% | +4.3% |
| 30D | -8.4% | +48.8% | -57.2% | -8.8% |
| 3M | -14.3% | +144.4% | -158.7% | -15.5% |
| 6M | -9.3% | -67.5% | +58.2% | -9.0% |
| YTD | -0.5% | -64.5% | +64.0% | -0.4% |
| 1Y | -2.1% | +74.4% | -76.6% | -6.2% |
| 3Y | +57.2% | +265.7% | -208.5% | +45.9% |
| 5Y | +127.1% | +196.0% | -68.8% | +109.9% |
| All | +378.0% | -63.2% | +441.2% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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