+65.1%
CSGP vs HUBB
+389.2%
-324.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.6% |
| 7D | -3.2% | -2.6% | -0.6% | -2.5% |
| 30D | +2.2% | -7.7% | +9.9% | +4.4% |
| 3M | -3.7% | -13.0% | +9.4% | 0.0% |
| 6M | -7.4% | -10.6% | +3.1% | -6.1% |
| YTD | -54.9% | -0.6% | -54.3% | -56.8% |
| 1Y | -54.9% | -4.1% | -50.7% | -56.3% |
| 3Y | -61.9% | +57.2% | -119.1% | -71.3% |
| 5Y | -63.1% | +127.2% | -190.3% | -77.1% |
| 10Y | +65.1% | +386.2% | -321.0% | -31.0% |
| All | +65.1% | +389.2% | -324.1% | -31.0% |
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