-7.8%
GFS vs HUBB
+146.7%
-154.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | +17.2% | +4.6% | +12.6% | +13.7% |
| 30D | -8.7% | -8.4% | -0.4% | -2.7% |
| 3M | -19.7% | -14.3% | -5.3% | -10.1% |
| 6M | -40.7% | -9.3% | -31.4% | -35.9% |
| YTD | +22.5% | -0.5% | +23.0% | +24.1% |
| 1Y | +25.2% | -2.1% | +27.4% | +28.0% |
| 3Y | -17.7% | +57.2% | -74.9% | -40.7% |
| 5Y | -23.5% | +127.1% | -150.7% | -60.8% |
| All | -7.8% | +146.7% | -154.5% | -55.5% |
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