+218.2%
GLD vs HUBB
+427.3%
-209.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +0.1% | +1.1% | -0.9% | +0.1% |
| 30D | +0.2% | -9.6% | +9.8% | +0.5% |
| 3M | +3.2% | -6.2% | +9.4% | +3.4% |
| 6M | -14.6% | -6.2% | -8.5% | -14.5% |
| YTD | +1.8% | +3.4% | -1.6% | +1.8% |
| 1Y | +20.7% | +5.3% | +15.4% | +20.7% |
| 3Y | +126.5% | +44.4% | +82.1% | +125.6% |
| 5Y | +140.0% | +152.4% | -12.3% | +138.6% |
| 10Y | +218.2% | +437.0% | -218.8% | +222.3% |
| All | +218.2% | +427.3% | -209.1% | +222.3% |
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