+217.0%
CFG vs HUBB
+390.1%
-173.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | +0.7% | -2.6% | +3.3% | +2.3% |
| 30D | +2.8% | -7.7% | +10.4% | +7.8% |
| 3M | -10.1% | -13.0% | +2.9% | -2.1% |
| 6M | +3.2% | -10.6% | +13.8% | +8.3% |
| YTD | +14.2% | -0.6% | +14.7% | +9.2% |
| 1Y | +27.4% | -4.1% | +31.6% | +24.8% |
| 3Y | +187.6% | +57.2% | +130.4% | +81.6% |
| 5Y | +65.7% | +127.2% | -61.5% | -27.7% |
| All | +217.0% | +390.1% | -173.1% | -22.7% |
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