-66.4%
HUBS vs CG
-2.7%
-63.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.8% |
| 7D | -9.0% | -9.9% | +0.9% | -2.9% |
| 30D | +7.2% | -11.7% | +18.9% | +16.4% |
| 3M | +20.9% | -4.3% | +25.1% | +24.0% |
| 6M | -13.0% | -8.8% | -4.3% | -9.6% |
| YTD | -43.8% | -26.9% | -17.0% | -32.7% |
| 1Y | -54.6% | -35.4% | -19.2% | -41.5% |
| 3Y | -58.5% | +43.0% | -101.5% | -71.9% |
| All | -66.4% | -2.7% | -63.6% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling