-58.5%
HUBS vs CAG
-39.7%
-18.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -9.0% | -5.7% | -3.3% | -8.7% |
| 30D | +7.2% | -2.4% | +9.6% | +7.4% |
| 3M | +20.9% | +9.8% | +11.1% | +21.6% |
| 6M | -13.0% | -10.8% | -2.2% | -14.2% |
| YTD | -43.8% | -10.8% | -33.0% | -44.7% |
| 1Y | -54.6% | -19.0% | -35.7% | -55.6% |
| 3Y | -58.5% | -39.7% | -18.8% | -60.1% |
| All | -58.5% | -39.7% | -18.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling