+322.0%
CMG vs HUBS
+323.9%
-1.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.1% | -9.0% | +6.9% | +0.3% |
| 30D | +10.9% | +7.2% | +3.7% | +8.1% |
| 3M | +15.8% | +20.9% | -5.0% | +7.3% |
| 6M | +6.9% | -13.0% | +20.0% | +5.2% |
| YTD | -2.2% | -43.8% | +41.7% | +7.4% |
| 1Y | -7.1% | -54.6% | +47.6% | +7.6% |
| 3Y | -7.1% | -58.5% | +51.3% | +5.9% |
| 5Y | -4.8% | -66.4% | +61.6% | +6.0% |
| All | +322.0% | +323.9% | -1.9% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling