+428.6%
HUBB vs COO
+17.5%
+411.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.7% | +14.1% | +4.9% |
| 7D | -1.7% | -23.3% | +21.6% | +7.9% |
| 30D | -12.7% | -29.5% | +16.8% | -1.1% |
| 3M | -2.9% | -20.0% | +17.0% | +4.2% |
| 6M | -4.8% | -27.2% | +22.4% | +5.7% |
| YTD | +2.8% | -33.9% | +36.7% | +18.5% |
| 1Y | +3.5% | -19.9% | +23.5% | +9.9% |
| 3Y | +43.5% | -38.1% | +81.6% | +63.2% |
| 5Y | +154.2% | -52.0% | +206.2% | +217.3% |
| All | +428.6% | +17.5% | +411.0% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling