+24.4%
GH vs HUBB
+157.3%
-132.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -4.7% | -10.0% | +5.3% | +0.5% |
| 3M | +20.2% | -1.6% | +21.8% | +18.8% |
| 6M | +78.8% | -3.1% | +81.9% | +75.8% |
| YTD | +54.1% | +4.6% | +49.5% | +44.1% |
| 1Y | +177.1% | +3.3% | +173.7% | +158.9% |
| 3Y | +371.6% | +46.6% | +325.0% | +234.3% |
| All | +24.4% | +157.3% | -132.9% | -49.7% |
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