+147.8%
GE vs HUBB
+437.4%
-289.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -2.8% | -1.7% | -1.1% | -1.8% |
| 30D | -11.9% | -12.7% | +0.7% | -4.8% |
| 3M | +1.8% | -2.9% | +4.8% | +2.7% |
| 6M | -0.6% | -4.8% | +4.2% | +0.5% |
| YTD | +5.5% | +2.8% | +2.7% | +1.7% |
| 1Y | +15.0% | +3.5% | +11.4% | +9.6% |
| 3Y | +269.5% | +43.5% | +226.0% | +175.0% |
| 5Y | +422.4% | +154.2% | +268.2% | +151.0% |
| All | +147.8% | +437.4% | -289.5% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling