+65.2%
CSGP vs HUBB
+402.2%
-337.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.2% | -5.5% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | +10.7% | -9.7% | +20.4% | +13.8% |
| 3M | +3.3% | -15.2% | +18.4% | +8.0% |
| 6M | -10.3% | -14.0% | +3.7% | -7.9% |
| YTD | -54.6% | -2.4% | -52.1% | -56.2% |
| 1Y | -54.6% | -5.8% | -48.8% | -55.8% |
| 3Y | -60.3% | +60.4% | -120.7% | -70.5% |
| 5Y | -63.3% | +125.4% | -188.7% | -77.2% |
| All | +65.2% | +402.2% | -337.0% | -30.5% |
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