-34.7%
GFS vs HUBB
+123.0%
-157.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +4.4% |
| 7D | -7.8% | +1.7% | -9.5% | -8.6% |
| 30D | -19.7% | -9.7% | -10.0% | -13.6% |
| 3M | -23.1% | -15.2% | -8.0% | -13.4% |
| 6M | -46.4% | -14.0% | -32.4% | -40.0% |
| YTD | +11.0% | -2.4% | +13.5% | +13.9% |
| 1Y | +12.6% | -5.8% | +18.4% | +18.1% |
| 3Y | -24.9% | +60.4% | -85.4% | -46.6% |
| All | -34.7% | +123.0% | -157.7% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling