-7.1%
CMG vs HUBB
+5.5%
-12.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +10.9% | -10.0% | +20.9% | +11.0% |
| 3M | +15.8% | -1.6% | +17.4% | +14.6% |
| 6M | +6.9% | -3.1% | +10.0% | +4.6% |
| YTD | -2.2% | +4.6% | -6.7% | -6.9% |
| 1Y | -7.1% | +3.3% | -10.4% | -15.1% |
| All | -7.1% | +5.5% | -12.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling