+5.5%
CG vs HUBB
+148.7%
-143.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.7% |
| 7D | -6.4% | +1.1% | -7.5% | -7.1% |
| 30D | -7.1% | -9.6% | +2.6% | -1.1% |
| 3M | -1.6% | -6.2% | +4.6% | +1.3% |
| 6M | -8.3% | -6.2% | -2.2% | -7.2% |
| YTD | -23.8% | +3.4% | -27.2% | -28.3% |
| 1Y | -28.7% | +5.3% | -34.1% | -34.2% |
| 3Y | +49.2% | +44.4% | +4.8% | +9.6% |
| 5Y | +5.5% | +152.4% | -146.9% | -50.6% |
| All | +5.5% | +148.7% | -143.2% | -50.6% |
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