+350.2%
CG vs HUBB
+659.2%
-309.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -4.3% | +0.5% | -4.9% | -4.6% |
| 30D | -5.1% | -10.0% | +4.9% | +1.3% |
| 3M | +8.7% | -4.8% | +13.4% | +10.9% |
| 6M | -9.2% | -5.6% | -3.7% | -8.2% |
| YTD | -18.9% | +4.7% | -23.5% | -23.6% |
| 1Y | -25.6% | +6.7% | -32.3% | -31.3% |
| 3Y | +57.3% | +45.8% | +11.5% | +17.4% |
| 5Y | +10.2% | +145.9% | -135.8% | -42.6% |
| 10Y | +364.2% | +418.6% | -54.4% | +46.0% |
| All | +350.2% | +659.2% | -309.0% | +19.6% |
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 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