+53.9%
GD vs HUBB
+58.1%
-4.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.0% |
| 7D | -5.0% | +1.7% | -6.6% | -5.2% |
| 30D | +8.9% | -9.7% | +18.6% | +10.6% |
| 3M | -8.0% | -15.2% | +7.1% | -5.8% |
| 6M | +2.9% | -14.0% | +16.9% | +4.7% |
| YTD | +7.1% | -2.4% | +9.5% | +5.5% |
| 1Y | +5.9% | -5.8% | +11.7% | +5.0% |
| 3Y | +53.9% | +60.4% | -6.6% | +38.7% |
| All | +53.9% | +58.1% | -4.2% | +38.7% |
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