+277.2%
CG vs HUBB
+621.7%
-344.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -3.5% |
| 7D | -1.5% | +4.6% | -6.1% | -4.2% |
| 30D | +5.7% | -8.4% | +14.1% | +11.2% |
| 3M | -17.9% | -14.3% | -3.5% | -10.1% |
| 6M | -20.2% | -9.3% | -10.9% | -16.7% |
| YTD | -32.0% | -0.5% | -31.5% | -34.3% |
| 1Y | -27.0% | -2.1% | -24.9% | -28.8% |
| 3Y | +42.8% | +57.2% | -14.5% | +1.3% |
| 5Y | -23.4% | +127.1% | -150.6% | -58.3% |
| 10Y | +278.2% | +385.7% | -107.5% | +23.1% |
| All | +277.2% | +621.7% | -344.5% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling