+40.1%
GILD vs HUBB
-7.9%
+48.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -4.0% |
| 7D | +1.2% | -4.4% | +5.6% | +1.2% |
| 30D | +16.2% | -13.7% | +29.9% | +16.3% |
| 3M | +27.9% | -18.2% | +46.1% | +28.5% |
| 6M | +27.1% | -17.0% | +44.1% | +27.2% |
| YTD | +39.0% | -4.9% | +43.8% | +35.8% |
| 1Y | +40.1% | -9.4% | +49.5% | +36.6% |
| All | +40.1% | -7.9% | +48.0% | +36.6% |
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