+105.9%
GILD vs HUBB
+46.2%
+59.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.8% |
| 7D | -4.8% | -0.1% | -4.8% | -4.8% |
| 30D | +5.8% | -10.0% | +15.7% | +6.3% |
| 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% | +17.8% |
| 1Y | +25.1% | +3.3% | +21.8% | +24.3% |
| 3Y | +105.9% | +46.6% | +59.3% | +100.7% |
| All | +105.9% | +46.2% | +59.7% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling