+585.0%
CAG vs HUBB
+150,593.0%
-150,008.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -6.6% | +1.1% | -7.7% | -6.6% |
| 30D | +2.3% | -9.6% | +11.9% | +2.3% |
| 3M | +16.3% | -6.2% | +22.5% | +16.3% |
| 6M | -16.0% | -6.2% | -9.9% | -16.0% |
| YTD | -7.7% | +3.4% | -11.1% | -7.7% |
| 1Y | -16.0% | +5.3% | -21.4% | -16.1% |
| 3Y | -37.7% | +44.4% | -82.1% | -37.9% |
| 5Y | -41.2% | +152.4% | -193.6% | -41.6% |
| 10Y | -33.8% | +437.0% | -470.8% | -34.4% |
| All | +585.0% | +150,593.0% | -150,008.0% | +554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling