+174.0%
GD vs HUBB
+389.2%
-215.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.8% |
| 7D | -1.9% | -2.6% | +0.7% | -1.0% |
| 30D | +10.9% | -7.7% | +18.6% | +14.0% |
| 3M | -6.8% | -13.0% | +6.3% | -2.2% |
| 6M | +7.0% | -10.6% | +17.6% | +9.9% |
| YTD | +11.1% | -0.6% | +11.7% | +8.1% |
| 1Y | +7.0% | -4.1% | +11.2% | +5.5% |
| 3Y | +59.9% | +57.2% | +2.8% | +20.6% |
| 5Y | +102.5% | +127.2% | -24.7% | +20.6% |
| 10Y | +174.0% | +386.2% | -212.1% | +4.0% |
| All | +174.0% | +389.2% | -215.2% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling