+159.4%
HUBB vs COPX
+163.4%
-4.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.1% | -2.3% | +2.3% | +0.5% |
| 30D | -10.0% | +0.3% | -10.2% | -10.2% |
| 3M | -1.6% | +6.8% | -8.4% | -3.9% |
| 6M | -3.1% | +7.9% | -11.0% | -6.8% |
| YTD | +4.6% | +23.7% | -19.2% | -4.1% |
| 1Y | +3.3% | +71.5% | -68.2% | -14.4% |
| 3Y | +46.6% | +149.1% | -102.5% | +6.4% |
| All | +159.4% | +163.4% | -4.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling