-21.1%
GIS vs HUBB
+446.9%
-468.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | -6.1% | -10.0% | +3.9% | -5.4% |
| 3M | +7.8% | -1.6% | +9.4% | +7.5% |
| 6M | -8.8% | -3.1% | -5.7% | -9.1% |
| YTD | -19.1% | +4.6% | -23.7% | -20.2% |
| 1Y | -24.8% | +3.3% | -28.1% | -25.8% |
| 3Y | -37.6% | +46.6% | -84.1% | -42.4% |
| 5Y | -25.4% | +158.7% | -184.1% | -39.0% |
| All | -21.1% | +446.9% | -468.0% | -45.2% |
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 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