+15.5%
GEHC vs HUBB
+97.4%
-81.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -4.0% | +0.5% | -4.5% | -4.2% |
| 30D | -2.0% | -10.0% | +8.0% | +0.8% |
| 3M | +8.0% | -4.8% | +12.7% | +8.0% |
| 6M | -12.8% | -5.6% | -7.2% | -12.9% |
| YTD | -15.9% | +4.7% | -20.6% | -19.4% |
| 1Y | -6.9% | +6.7% | -13.6% | -11.6% |
| 3Y | 0.0% | +45.8% | -45.8% | -13.9% |
| All | +15.5% | +97.4% | -81.9% | +4.1% |
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