+101.5%
CFG vs HUBB
+154.5%
-53.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +2.7% | +4.8% | -2.2% | +0.4% |
| 30D | -3.7% | -9.3% | +5.6% | +0.8% |
| 3M | +9.5% | -3.9% | +13.4% | +10.2% |
| 6M | +22.2% | -0.8% | +23.1% | +20.1% |
| YTD | +22.3% | +5.6% | +16.8% | +16.1% |
| 1Y | +39.4% | +7.7% | +31.7% | +30.2% |
| 3Y | +188.5% | +47.5% | +141.0% | +121.8% |
| 5Y | +101.5% | +153.7% | -52.1% | +13.3% |
| All | +101.5% | +154.5% | -53.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling