+56.5%
HUBB vs COO
-24.6%
+81.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | +4.6% | -2.1% | +6.7% | +5.0% |
| 30D | -8.4% | +13.9% | -22.3% | -10.9% |
| 3M | -14.3% | -18.9% | +4.6% | -10.5% |
| 6M | -9.3% | +3.7% | -13.1% | -11.4% |
| YTD | -0.5% | -24.1% | +23.6% | +6.1% |
| 1Y | -2.1% | -14.2% | +12.1% | +0.8% |
| All | +56.5% | -24.6% | +81.1% | +63.0% |
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