+4,100.0%
CMG vs HUBB
+1,575.7%
+2,524.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -1.5% | +4.8% | -6.3% | -3.4% |
| 30D | +12.7% | -9.3% | +22.0% | +17.2% |
| 3M | +26.3% | -3.9% | +30.2% | +26.6% |
| 6M | +4.5% | -0.8% | +5.3% | +2.3% |
| YTD | -0.1% | +5.6% | -5.7% | -5.3% |
| 1Y | -6.8% | +7.7% | -14.5% | -12.9% |
| 3Y | -5.0% | +47.5% | -52.4% | -25.6% |
| 5Y | -3.0% | +153.7% | -156.7% | -42.5% |
| 10Y | +323.6% | +433.0% | -109.5% | +62.8% |
| All | +4,100.0% | +1,575.7% | +2,524.3% | +666.9% |
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