-55.2%
HUBS vs CSGP
-63.8%
+8.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -1.7% |
| 7D | -4.3% | -5.1% | +0.9% | -1.0% |
| 30D | +14.2% | +0.3% | +13.9% | +14.4% |
| 3M | +15.5% | -9.1% | +24.7% | +22.3% |
| 6M | -18.9% | -37.3% | +18.4% | +3.3% |
| YTD | -40.1% | -54.9% | +14.8% | -11.9% |
| 1Y | -51.8% | -65.5% | +13.8% | -20.5% |
| 3Y | -55.2% | -63.3% | +8.0% | -31.9% |
| All | -55.2% | -63.8% | +8.5% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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