+3,476.1%
HUBB vs CRL
+1,339.8%
+2,136.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.6% |
| 7D | +4.8% | -0.6% | +5.4% | +5.0% |
| 30D | -9.3% | +5.0% | -14.3% | -10.6% |
| 3M | -3.9% | +50.6% | -54.5% | -14.5% |
| 6M | -0.8% | +60.9% | -61.8% | -14.4% |
| YTD | +5.6% | +40.7% | -35.2% | -5.9% |
| 1Y | +7.7% | +73.3% | -65.6% | -10.1% |
| 3Y | +47.5% | +40.6% | +6.9% | +24.5% |
| 5Y | +153.7% | -37.0% | +190.7% | +160.0% |
| 10Y | +433.0% | +244.3% | +188.7% | +229.7% |
| All | +3,476.1% | +1,339.8% | +2,136.3% | +1,436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling