+205.6%
GLD vs HUBB
+382.2%
-176.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +4.6% | -10.1% | -5.6% |
| 30D | -7.0% | -8.4% | +1.3% | -6.8% |
| 3M | -12.4% | -14.3% | +2.0% | -12.0% |
| 6M | -18.0% | -9.3% | -8.7% | -17.8% |
| YTD | -10.5% | -0.5% | -9.9% | -10.4% |
| 1Y | -8.1% | -2.1% | -5.9% | -8.0% |
| 3Y | +97.7% | +57.2% | +40.5% | +96.9% |
| 5Y | +103.4% | +127.1% | -23.7% | +102.2% |
| All | +205.6% | +382.2% | -176.5% | +209.5% |
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