+57.2%
HUBB vs CASY
+156.4%
-99.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.6% | +5.0% | -7.5% | -3.2% |
| 30D | -7.7% | +8.2% | -15.8% | -8.7% |
| 3M | -13.0% | -18.2% | +5.2% | -10.6% |
| 6M | -10.6% | -18.6% | +8.0% | -8.0% |
| YTD | -0.6% | +26.8% | -27.3% | -9.6% |
| 1Y | -4.1% | +31.6% | -35.7% | -13.9% |
| 3Y | +57.2% | +156.5% | -99.4% | +14.6% |
| All | +57.2% | +156.4% | -99.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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