+306.8%
CFG vs HUBB
+427.3%
-120.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.6% |
| 7D | -0.6% | +1.1% | -1.7% | -1.4% |
| 30D | -4.5% | -9.6% | +5.1% | +2.2% |
| 3M | +6.3% | -6.2% | +12.5% | +9.1% |
| 6M | +20.6% | -6.2% | +26.8% | +22.2% |
| YTD | +21.2% | +3.4% | +17.9% | +13.9% |
| 1Y | +38.2% | +5.3% | +32.9% | +26.9% |
| 3Y | +185.9% | +44.4% | +141.6% | +94.7% |
| 5Y | +97.0% | +152.4% | -55.4% | -21.0% |
| 10Y | +306.8% | +437.0% | -130.2% | -13.4% |
| All | +306.8% | +427.3% | -120.5% | -13.4% |
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