+1,393.2%
HUBB vs CAPR
-99.1%
+1,492.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.5% | -2.0% | +2.5% | +0.6% |
| 30D | -10.0% | +139.2% | -149.2% | -10.7% |
| 3M | -4.8% | -66.4% | +61.6% | -4.5% |
| 6M | -5.6% | -63.1% | +57.6% | -5.4% |
| YTD | +4.7% | -67.4% | +72.1% | +4.9% |
| 1Y | +6.7% | +58.2% | -51.6% | +3.8% |
| 3Y | +45.8% | +42.2% | +3.5% | +40.6% |
| 5Y | +145.9% | +87.3% | +58.7% | +135.9% |
| 10Y | +418.6% | -75.3% | +493.9% | +386.5% |
| All | +1,393.2% | -99.1% | +1,492.2% | +1,302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling