-58.5%
HUBS vs CGNX
+49.8%
-108.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.1% |
| 7D | -9.0% | +3.2% | -12.2% | -9.5% |
| 30D | +7.2% | +6.0% | +1.2% | +5.8% |
| 3M | +20.9% | +3.5% | +17.3% | +18.9% |
| 6M | -13.0% | +26.3% | -39.3% | -19.2% |
| YTD | -43.8% | +79.2% | -123.1% | -53.2% |
| 1Y | -54.6% | +43.8% | -98.4% | -60.2% |
| 3Y | -58.5% | +52.0% | -110.4% | -67.0% |
| All | -58.5% | +49.8% | -108.2% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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