+67.3%
CSGP vs HUBB
+413.4%
-346.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.4% |
| 7D | -1.8% | +1.8% | -3.6% | -2.5% |
| 30D | +5.3% | -6.9% | +12.2% | +7.2% |
| 3M | +3.3% | -13.8% | +17.1% | +7.5% |
| 6M | -4.7% | -9.8% | +5.1% | -3.6% |
| YTD | -53.5% | +0.3% | -53.8% | -55.6% |
| 1Y | -53.7% | -3.3% | -50.4% | -55.3% |
| 3Y | -59.7% | +61.0% | -120.8% | -70.0% |
| 5Y | -62.5% | +128.5% | -191.0% | -76.7% |
| 10Y | +67.3% | +398.9% | -331.7% | -28.7% |
| All | +67.3% | +413.4% | -346.1% | -28.7% |
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