+1,127.1%
HUBB vs COPX
+179.8%
+947.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +2.1% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | -12.7% | 0.0% | -12.7% | -13.0% |
| 3M | -2.9% | +14.8% | -17.7% | -8.8% |
| 6M | -4.8% | +7.0% | -11.8% | -9.4% |
| YTD | +2.8% | +23.8% | -21.1% | -8.6% |
| 1Y | +3.5% | +75.7% | -72.2% | -20.3% |
| 3Y | +43.5% | +156.4% | -112.9% | -8.0% |
| 5Y | +154.2% | +167.6% | -13.4% | +52.6% |
| 10Y | +434.0% | +569.1% | -135.1% | +100.5% |
| All | +1,127.1% | +179.8% | +947.3% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling