+152.0%
GE vs HUBB
+381.1%
-229.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.7% | +1.8% | +0.9% | +1.7% |
| 30D | +8.1% | -7.7% | +15.8% | +12.9% |
| 3M | -7.9% | -13.6% | +5.7% | -0.3% |
| 6M | +12.9% | -9.1% | +22.0% | +17.4% |
| YTD | +8.2% | -0.7% | +8.9% | +5.9% |
| 1Y | +9.7% | +1.1% | +8.6% | +5.9% |
| 3Y | +266.1% | +56.2% | +209.9% | +157.1% |
| 5Y | +407.4% | +126.6% | +280.8% | +162.3% |
| All | +152.0% | +381.1% | -229.1% | -20.9% |
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 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