+312.1%
CG vs HUBB
+437.4%
-125.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | -9.8% | -1.7% | -8.1% | -8.8% |
| 30D | -10.3% | -12.7% | +2.4% | -2.1% |
| 3M | -1.7% | -2.9% | +1.3% | -0.9% |
| 6M | -9.8% | -4.8% | -5.0% | -9.3% |
| YTD | -25.6% | +2.8% | -28.4% | -29.4% |
| 1Y | -32.5% | +3.5% | -36.0% | -36.6% |
| 3Y | +45.6% | +43.5% | +2.1% | +8.3% |
| 5Y | +3.7% | +154.2% | -150.5% | -49.1% |
| All | +312.1% | +437.4% | -125.2% | +22.1% |
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