+159.7%
GILD vs HUBB
+446.9%
-287.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.1% |
| 7D | -4.8% | -0.1% | -4.8% | -4.8% |
| 30D | +5.8% | -10.0% | +15.7% | +7.6% |
| 3M | +14.9% | -1.6% | +16.5% | +14.7% |
| 6M | -0.4% | -3.1% | +2.7% | -0.6% |
| YTD | +18.5% | +4.6% | +13.9% | +16.5% |
| 1Y | +25.1% | +3.3% | +21.8% | +23.0% |
| 3Y | +105.9% | +46.6% | +59.3% | +84.2% |
| 5Y | +143.0% | +158.7% | -15.7% | +86.5% |
| All | +159.7% | +446.9% | -287.2% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling