+62.6%
CSGP vs HUBB
+396.5%
-333.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -7.1% | +1.2% | -8.3% | -7.5% |
| 30D | +3.6% | -6.4% | +10.1% | +5.4% |
| 3M | -2.7% | -14.4% | +11.7% | +1.5% |
| 6M | -8.0% | -9.0% | +0.9% | -7.3% |
| YTD | -55.0% | +0.7% | -55.7% | -57.1% |
| 1Y | -55.8% | -0.3% | -55.5% | -57.7% |
| 3Y | -62.0% | +59.2% | -121.2% | -71.5% |
| 5Y | -62.9% | +130.2% | -193.1% | -77.1% |
| 10Y | +62.6% | +391.8% | -329.2% | -32.4% |
| All | +62.6% | +396.5% | -333.9% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling