+32,991.5%
GILD vs HUBB
+91,113.9%
-58,122.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.7% |
| 7D | -4.8% | -0.1% | -4.8% | -4.8% |
| 30D | +5.8% | -10.0% | +15.7% | +5.7% |
| 3M | +14.9% | -1.6% | +16.5% | +14.9% |
| 6M | -0.4% | -3.1% | +2.7% | -0.4% |
| YTD | +18.5% | +4.6% | +13.9% | +18.6% |
| 1Y | +25.1% | +3.3% | +21.8% | +25.1% |
| 3Y | +105.9% | +46.6% | +59.3% | +106.2% |
| 5Y | +143.0% | +158.7% | -15.7% | +143.8% |
| 10Y | +162.4% | +443.5% | -281.1% | +164.2% |
| All | +32,991.5% | +91,113.9% | -58,122.3% | +34,794.4% |
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