-75.2%
HUBS vs CSGP
-63.2%
-12.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -6.4% | -7.1% | +0.7% | -1.2% |
| 30D | -9.2% | +3.6% | -12.8% | -13.7% |
| 3M | -8.0% | -2.7% | -5.3% | -7.9% |
| 6M | +6.0% | -8.0% | +14.1% | +11.2% |
| YTD | -49.4% | -55.0% | +5.5% | -13.1% |
| 1Y | -48.6% | -55.8% | +7.1% | -10.7% |
| 3Y | -52.7% | -62.0% | +9.3% | -15.1% |
| 5Y | -75.2% | -62.9% | -12.3% | -52.7% |
| All | -75.2% | -63.2% | -12.0% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling