+1,463.7%
GIS vs HUBB
+153,832.3%
-152,368.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.6% |
| 7D | -8.3% | +4.8% | -13.1% | -8.3% |
| 30D | +2.2% | -9.3% | +11.5% | +2.2% |
| 3M | +15.7% | -3.9% | +19.6% | +15.7% |
| 6M | -12.0% | -0.8% | -11.1% | -12.0% |
| YTD | -15.0% | +5.6% | -20.5% | -15.0% |
| 1Y | -20.1% | +7.7% | -27.9% | -20.2% |
| 3Y | -34.6% | +47.5% | -82.1% | -34.8% |
| 5Y | -22.8% | +153.7% | -176.5% | -23.2% |
| 10Y | -18.5% | +433.0% | -451.5% | -19.1% |
| All | +1,463.7% | +153,832.3% | -152,368.6% | +1,364.4% |
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