+47.5%
HUBB vs COO
-23.3%
+70.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.5% |
| 7D | +4.8% | -2.3% | +7.1% | +5.4% |
| 30D | -9.3% | -8.8% | -0.5% | -7.5% |
| 3M | -3.9% | +1.3% | -5.2% | -4.6% |
| 6M | -0.8% | -11.6% | +10.7% | +2.1% |
| YTD | +5.6% | -17.4% | +23.0% | +10.7% |
| 1Y | +7.7% | -1.6% | +9.3% | +7.5% |
| 3Y | +47.5% | -22.6% | +70.1% | +61.1% |
| All | +47.5% | -23.3% | +70.8% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling