+642.7%
HUBS vs CG
+181.4%
+461.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.5% |
| 7D | -12.4% | -9.8% | -2.6% | -7.0% |
| 30D | +1.4% | -10.3% | +11.7% | +8.4% |
| 3M | +16.0% | -1.7% | +17.6% | +16.9% |
| 6M | -17.0% | -9.8% | -7.2% | -13.3% |
| YTD | -44.3% | -25.6% | -18.7% | -35.0% |
| 1Y | -54.3% | -32.5% | -21.8% | -43.9% |
| 3Y | -58.4% | +45.6% | -104.0% | -69.4% |
| 5Y | -66.7% | +3.7% | -70.3% | -70.3% |
| 10Y | +315.9% | +321.1% | -5.2% | +84.8% |
| All | +642.7% | +181.4% | +461.2% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling