+55.4%
CG vs HUBB
+48.8%
+6.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.7% |
| 7D | -1.3% | +4.8% | -6.1% | -4.2% |
| 30D | -3.2% | -9.3% | +6.1% | +2.7% |
| 3M | +6.2% | -3.9% | +10.1% | +7.5% |
| 6M | -4.7% | -0.8% | -3.8% | -7.5% |
| YTD | -20.6% | +5.6% | -26.2% | -26.8% |
| 1Y | -26.4% | +7.7% | -34.1% | -33.6% |
| 3Y | +55.4% | +47.5% | +7.9% | +11.8% |
| All | +55.4% | +48.8% | +6.5% | +11.8% |
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