-19.9%
GFS vs HUBB
+51.4%
-71.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.6% |
| 30D | -8.6% | -10.0% | +1.4% | -1.4% |
| 3M | -46.5% | -4.8% | -41.8% | -44.3% |
| 6M | -4.8% | -5.6% | +0.7% | -0.7% |
| YTD | +29.7% | +4.7% | +25.0% | +26.8% |
| 1Y | +35.8% | +6.7% | +29.2% | +30.6% |
| All | -19.9% | +51.4% | -71.3% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling