+1,318.8%
HUBB vs CAPR
-99.1%
+1,418.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.9% | +9.1% | -0.8% |
| 7D | -2.6% | +7.6% | -10.2% | -2.6% |
| 30D | -7.7% | +13.3% | -20.9% | -7.8% |
| 3M | -13.0% | +130.4% | -143.4% | -13.7% |
| 6M | -10.6% | -70.8% | +60.2% | -10.3% |
| YTD | -0.6% | -69.3% | +68.7% | -0.3% |
| 1Y | -4.1% | +59.5% | -63.7% | -6.7% |
| 3Y | +57.2% | +216.8% | -159.6% | +50.6% |
| 5Y | +127.2% | +152.7% | -25.6% | +117.3% |
| 10Y | +386.2% | -68.2% | +454.4% | +355.7% |
| All | +1,318.8% | -99.1% | +1,418.0% | +1,232.1% |
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