+378.0%
HUBB vs COO
+40.1%
+338.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | +4.6% | -2.1% | +6.7% | +5.4% |
| 30D | -8.4% | +13.9% | -22.3% | -12.9% |
| 3M | -14.3% | -18.9% | +4.6% | -8.2% |
| 6M | -9.3% | +3.7% | -13.1% | -12.5% |
| YTD | -0.5% | -24.1% | +23.6% | +8.6% |
| 1Y | -2.1% | -14.2% | +12.1% | +1.5% |
| 3Y | +57.2% | -24.5% | +81.7% | +64.9% |
| 5Y | +127.1% | -40.4% | +167.6% | +159.0% |
| All | +378.0% | +40.1% | +338.0% | +305.8% |
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