+144,634.4%
HUBB vs COO
+5,381.5%
+139,252.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | -7.7% | +14.2% | -21.8% | -9.2% |
| 3M | -13.6% | -18.2% | +4.7% | -11.7% |
| 6M | -9.1% | +5.3% | -14.5% | -10.2% |
| YTD | -0.7% | -23.6% | +22.8% | +1.9% |
| 1Y | +1.1% | -12.7% | +13.7% | +2.1% |
| 3Y | +56.2% | -24.2% | +80.4% | +59.4% |
| 5Y | +126.6% | -40.0% | +166.6% | +136.4% |
| 10Y | +384.6% | +41.6% | +343.0% | +361.9% |
| All | +144,634.4% | +5,381.5% | +139,252.9% | +96,671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling