+6.7%
HUBB vs CRL
+78.8%
-72.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +0.5% | -1.0% | +1.6% | +0.6% |
| 30D | -10.0% | +10.7% | -20.7% | -10.9% |
| 3M | -4.8% | +55.3% | -60.0% | -8.6% |
| 6M | -5.6% | +60.7% | -66.2% | -10.1% |
| YTD | +4.7% | +44.6% | -40.0% | +0.6% |
| 1Y | +6.7% | +77.7% | -71.1% | -1.9% |
| All | +6.7% | +78.8% | -72.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling