+152.4%
HUBB vs CRL
-37.6%
+190.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +1.1% | -4.6% | +5.7% | +2.1% |
| 30D | -9.6% | +0.5% | -10.1% | -9.7% |
| 3M | -6.2% | +46.6% | -52.8% | -13.8% |
| 6M | -6.2% | +57.3% | -63.4% | -15.8% |
| YTD | +3.4% | +39.5% | -36.2% | -5.1% |
| 1Y | +5.3% | +76.9% | -71.5% | -9.1% |
| 3Y | +44.4% | +39.4% | +5.0% | +27.4% |
| 5Y | +152.4% | -37.2% | +189.5% | +149.3% |
| All | +152.4% | -37.6% | +190.0% | +149.3% |
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 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