+196.4%
CFG vs HUBB
+51.4%
+145.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | -3.8% | -10.0% | +6.2% | +0.5% |
| 3M | +11.5% | -4.8% | +16.3% | +12.5% |
| 6M | +19.2% | -5.6% | +24.7% | +19.8% |
| YTD | +23.7% | +4.7% | +19.0% | +18.0% |
| 1Y | +38.8% | +6.7% | +32.2% | +30.5% |
| All | +196.4% | +51.4% | +145.0% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling