+154.2%
HUBB vs CAPR
+66.0%
+88.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.5% |
| 7D | -1.7% | -10.6% | +8.9% | -1.6% |
| 30D | -12.7% | +111.2% | -123.9% | -13.3% |
| 3M | -2.9% | -67.2% | +64.3% | -2.6% |
| 6M | -4.8% | -75.1% | +70.4% | -4.2% |
| YTD | +2.8% | -71.2% | +74.0% | +3.2% |
| 1Y | +3.5% | +31.1% | -27.6% | +0.5% |
| 3Y | +43.5% | +31.3% | +12.2% | +33.7% |
| 5Y | +154.2% | +69.4% | +84.8% | +130.9% |
| All | +154.2% | +66.0% | +88.2% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling