+19,650.5%
GD vs HUBB
+142,140.4%
-122,489.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -0.7% |
| 7D | -5.0% | +1.7% | -6.6% | -5.0% |
| 30D | +8.9% | -9.7% | +18.6% | +9.0% |
| 3M | -8.0% | -15.2% | +7.1% | -7.9% |
| 6M | +2.9% | -14.0% | +16.9% | +3.0% |
| YTD | +7.1% | -2.4% | +9.5% | +7.0% |
| 1Y | +5.9% | -5.8% | +11.7% | +5.9% |
| 3Y | +53.9% | +60.4% | -6.6% | +53.0% |
| 5Y | +95.4% | +125.4% | -30.0% | +93.6% |
| 10Y | +193.5% | +409.7% | -216.2% | +188.9% |
| All | +19,650.5% | +142,140.4% | -122,489.9% | +21,880.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling