+126.5%
HUBB vs CRL
-12.1%
+138.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -7.7% | +11.9% | -19.6% | -10.1% |
| 3M | -13.6% | +20.2% | -33.7% | -17.2% |
| 6M | -9.1% | +107.5% | -116.7% | -23.2% |
| YTD | -0.7% | +69.4% | -70.2% | -13.0% |
| 1Y | +1.1% | +99.7% | -98.7% | -14.9% |
| 3Y | +56.2% | +98.8% | -42.6% | +26.6% |
| All | +126.5% | -12.1% | +138.6% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling