+274.8%
CG vs HUBB
+381.1%
-106.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.2% |
| 7D | +0.2% | +1.8% | -1.6% | -0.9% |
| 30D | +11.2% | -7.7% | +18.9% | +16.6% |
| 3M | -22.1% | -13.6% | -8.5% | -15.0% |
| 6M | -17.9% | -9.1% | -8.8% | -14.4% |
| YTD | -31.3% | -0.7% | -30.6% | -33.8% |
| 1Y | -24.0% | +1.1% | -25.0% | -27.7% |
| 3Y | +45.0% | +56.2% | -11.2% | +1.4% |
| 5Y | -22.6% | +126.6% | -149.3% | -59.3% |
| All | +274.8% | +381.1% | -106.2% | +17.7% |
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