+47.5%
HUBB vs CAPR
+42.0%
+5.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.9% |
| 7D | +4.8% | -9.5% | +14.3% | +4.9% |
| 30D | -9.3% | +121.5% | -130.8% | -9.8% |
| 3M | -3.9% | -65.4% | +61.5% | -3.6% |
| 6M | -0.8% | -67.5% | +66.7% | -0.6% |
| YTD | +5.6% | -68.6% | +74.2% | +5.9% |
| 1Y | +7.7% | +42.7% | -34.9% | +5.3% |
| 3Y | +47.5% | +43.4% | +4.1% | +41.0% |
| All | +47.5% | +42.0% | +5.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling