+47.5%
HUBB vs CASY
+209.8%
-162.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.3% |
| 7D | +4.8% | -4.4% | +9.2% | +5.4% |
| 30D | -9.3% | -12.0% | +2.7% | -7.8% |
| 3M | -3.9% | -2.3% | -1.5% | -4.8% |
| 6M | -0.8% | +10.5% | -11.4% | -5.0% |
| YTD | +5.6% | +33.0% | -27.5% | -3.3% |
| 1Y | +7.7% | +41.1% | -33.4% | -3.1% |
| 3Y | +47.5% | +207.5% | -160.0% | +17.7% |
| All | +47.5% | +209.8% | -162.3% | +17.7% |
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