+97.2%
GD vs HUBB
+147.2%
-50.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -6.4% | -10.0% | +3.6% | -4.5% |
| 3M | +5.7% | -4.8% | +10.5% | +6.1% |
| 6M | -0.9% | -5.6% | +4.6% | -0.8% |
| YTD | +8.2% | +4.7% | +3.5% | +5.5% |
| 1Y | +13.4% | +6.7% | +6.8% | +9.9% |
| 3Y | +68.5% | +45.8% | +22.7% | +48.3% |
| All | +97.2% | +147.2% | -50.0% | +47.9% |
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