-37.7%
CAG vs HUBB
+446.9%
-484.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.9% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -2.4% | -10.0% | +7.6% | -1.2% |
| 3M | +9.8% | -1.6% | +11.4% | +9.4% |
| 6M | -10.8% | -3.1% | -7.8% | -11.3% |
| YTD | -10.8% | +4.6% | -15.4% | -12.4% |
| 1Y | -19.0% | +3.3% | -22.3% | -20.5% |
| 3Y | -39.7% | +46.6% | -86.3% | -45.8% |
| 5Y | -43.0% | +158.7% | -201.7% | -56.1% |
| All | -37.7% | +446.9% | -484.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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