-2.7%
GFS vs HUBB
+161.8%
-164.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.9% |
| 7D | +2.6% | +4.8% | -2.2% | -0.7% |
| 30D | -16.4% | -9.3% | -7.1% | -10.4% |
| 3M | -41.6% | -3.9% | -37.7% | -39.6% |
| 6M | -3.7% | -0.8% | -2.8% | -2.7% |
| YTD | +29.3% | +5.6% | +23.7% | +25.3% |
| 1Y | +37.1% | +7.7% | +29.4% | +30.4% |
| 3Y | -22.1% | +47.5% | -69.6% | -41.8% |
| All | -2.7% | +161.8% | -164.4% | -55.1% |
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 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