+308.1%
HUBS vs CFG
+316.8%
-8.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -9.0% | -0.4% | -8.6% | -8.8% |
| 30D | +7.2% | -4.6% | +11.9% | +8.9% |
| 3M | +20.9% | +6.7% | +14.2% | +17.8% |
| 6M | -13.0% | +22.1% | -35.1% | -20.0% |
| YTD | -43.8% | +23.2% | -67.0% | -48.8% |
| 1Y | -54.6% | +40.3% | -94.9% | -60.7% |
| 3Y | -58.5% | +187.9% | -246.3% | -73.0% |
| 5Y | -66.4% | +102.0% | -168.4% | -75.5% |
| All | +308.1% | +316.8% | -8.7% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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