+376.9%
HUBB vs CRL
+350.3%
+26.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -7.7% | +11.9% | -19.6% | -11.1% |
| 3M | -13.6% | +20.2% | -33.7% | -18.7% |
| 6M | -9.1% | +107.5% | -116.7% | -28.3% |
| YTD | -0.7% | +69.4% | -70.2% | -17.8% |
| 1Y | +1.1% | +99.7% | -98.7% | -20.7% |
| 3Y | +56.2% | +98.8% | -42.6% | +14.9% |
| 5Y | +126.6% | -12.4% | +139.0% | +120.3% |
| All | +376.9% | +350.3% | +26.7% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling