+57.9%
GD vs HUBB
+57.3%
+0.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.6% |
| 7D | -1.9% | -2.6% | +0.7% | -1.5% |
| 30D | +10.9% | -7.7% | +18.6% | +12.2% |
| 3M | -6.8% | -13.0% | +6.3% | -4.8% |
| 6M | +7.0% | -10.6% | +17.6% | +8.1% |
| YTD | +11.1% | -0.6% | +11.7% | +9.1% |
| 1Y | +7.0% | -4.1% | +11.2% | +5.8% |
| All | +57.9% | +57.3% | +0.6% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling