+93.8%
GD vs HUBB
+123.0%
-29.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.1% |
| 7D | -5.0% | +1.7% | -6.6% | -5.3% |
| 30D | +8.9% | -9.7% | +18.6% | +11.0% |
| 3M | -8.0% | -15.2% | +7.1% | -5.3% |
| 6M | +2.9% | -14.0% | +16.9% | +5.2% |
| YTD | +7.1% | -2.4% | +9.5% | +5.7% |
| 1Y | +5.9% | -5.8% | +11.7% | +5.3% |
| 3Y | +53.9% | +60.4% | -6.6% | +31.3% |
| All | +93.8% | +123.0% | -29.1% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling