+37.1%
GFS vs HUBB
+7.9%
+29.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.0% |
| 7D | +2.6% | +4.8% | -2.2% | -1.3% |
| 30D | -16.4% | -9.3% | -7.1% | -9.4% |
| 3M | -41.6% | -3.9% | -37.7% | -39.0% |
| 6M | -3.7% | -0.8% | -2.8% | -2.5% |
| YTD | +29.3% | +5.6% | +23.7% | +26.3% |
| 1Y | +37.1% | +7.7% | +29.4% | +28.9% |
| All | +37.1% | +7.9% | +29.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling