+39.3%
GEHC vs HUBB
+87.2%
-47.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +0.8% | +1.8% | -1.0% | +0.3% |
| 30D | +21.3% | -7.7% | +29.0% | +23.6% |
| 3M | +12.6% | -13.6% | +26.1% | +16.6% |
| 6M | +34.3% | -9.1% | +43.4% | +35.4% |
| YTD | +1.4% | -0.7% | +2.2% | -1.7% |
| 1Y | +12.5% | +1.1% | +11.4% | +8.2% |
| 3Y | +19.2% | +56.2% | -37.0% | +3.2% |
| All | +39.3% | +87.2% | -47.9% | +26.9% |
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