+3,264.4%
CSGP vs HUBB
+2,283.0%
+981.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | +2.3% | -10.0% | +12.3% | +6.6% |
| 3M | -8.2% | -4.8% | -3.4% | -7.9% |
| 6M | -35.1% | -5.6% | -29.5% | -35.5% |
| YTD | -54.0% | +4.7% | -58.7% | -56.7% |
| 1Y | -65.3% | +6.7% | -72.0% | -67.8% |
| 3Y | -62.6% | +45.8% | -108.3% | -71.0% |
| 5Y | -64.8% | +145.9% | -210.8% | -79.0% |
| 10Y | +45.1% | +418.6% | -373.5% | -41.8% |
| All | +3,264.4% | +2,283.0% | +981.4% | +581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling