+12.4%
GD vs HUBB
+7.9%
+4.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -3.5% | +4.8% | -8.3% | -3.8% |
| 30D | -9.0% | -9.3% | +0.3% | -8.5% |
| 3M | +5.1% | -3.9% | +9.0% | +4.6% |
| 6M | -1.0% | -0.8% | -0.2% | -2.8% |
| YTD | +7.3% | +5.6% | +1.7% | +3.5% |
| 1Y | +12.4% | +7.7% | +4.7% | +7.8% |
| All | +12.4% | +7.9% | +4.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HUBB 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling