+664.8%
HUBS vs CFG
+354.7%
+310.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -6.2% | -0.6% | -5.7% | -6.0% |
| 30D | +6.6% | -4.5% | +11.2% | +8.3% |
| 3M | +16.4% | +6.3% | +10.1% | +13.6% |
| 6M | -19.7% | +20.6% | -40.4% | -26.0% |
| YTD | -42.6% | +21.2% | -63.9% | -47.5% |
| 1Y | -54.2% | +38.2% | -92.4% | -60.2% |
| 3Y | -57.1% | +185.9% | -243.1% | -72.3% |
| 5Y | -66.2% | +97.0% | -163.2% | -75.4% |
| 10Y | +328.3% | +306.8% | +21.4% | +93.7% |
| All | +664.8% | +354.7% | +310.0% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling