+390.3%
GDDY vs HUBB
+432.7%
-42.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.1% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.8% | -10.0% | +16.8% | +10.6% |
| 3M | +30.5% | -1.6% | +32.1% | +29.2% |
| 6M | +13.3% | -3.1% | +16.4% | +11.4% |
| YTD | -21.0% | +4.6% | -25.5% | -25.5% |
| 1Y | -34.0% | +3.3% | -37.3% | -37.8% |
| 3Y | +33.1% | +46.6% | -13.5% | +3.4% |
| 5Y | +30.3% | +158.7% | -128.4% | -25.4% |
| 10Y | +205.5% | +443.5% | -237.9% | +9.8% |
| All | +390.3% | +432.7% | -42.3% | +73.7% |
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 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