+190.6%
CFG vs HUBB
+61.5%
+129.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.8% |
| 7D | +0.3% | +1.8% | -1.5% | -0.6% |
| 30D | +3.2% | -6.9% | +10.1% | +6.0% |
| 3M | -9.7% | -13.8% | +4.1% | -4.3% |
| 6M | +3.6% | -9.8% | +13.4% | +6.5% |
| YTD | +14.7% | +0.3% | +14.4% | +10.7% |
| 1Y | +29.6% | -3.3% | +32.9% | +27.2% |
| 3Y | +190.6% | +61.0% | +129.5% | +121.2% |
| All | +190.6% | +61.5% | +129.1% | +121.2% |
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