+7.2%
GEHC vs HUBB
+97.2%
-90.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -1.0% |
| 7D | -7.2% | -0.1% | -7.1% | -7.1% |
| 30D | -11.6% | -10.0% | -1.6% | -9.1% |
| 3M | -0.8% | -1.6% | +0.8% | -1.9% |
| 6M | -11.9% | -3.1% | -8.8% | -12.8% |
| YTD | -21.9% | +4.6% | -26.5% | -25.2% |
| 1Y | -17.8% | +3.3% | -21.2% | -21.1% |
| 3Y | -3.5% | +46.6% | -50.1% | -16.9% |
| All | +7.2% | +97.2% | -90.0% | -3.3% |
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 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