+399.9%
GH vs HUBB
+316.4%
+83.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.7% |
| 7D | -2.1% | +4.8% | -6.9% | -4.5% |
| 30D | -4.5% | -9.3% | +4.8% | +0.4% |
| 3M | +28.9% | -3.9% | +32.8% | +29.3% |
| 6M | +76.5% | -0.8% | +77.4% | +72.0% |
| YTD | +57.6% | +5.6% | +52.0% | +47.8% |
| 1Y | +167.5% | +7.7% | +159.8% | +145.8% |
| 3Y | +377.4% | +47.5% | +329.9% | +253.8% |
| 5Y | +23.8% | +153.7% | -129.8% | -34.9% |
| All | +399.9% | +316.4% | +83.6% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling