+816.6%
GLD vs HUBB
+1,547.6%
-731.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +4.4% | -10.0% | +14.4% | +4.7% |
| 3M | -1.1% | -4.8% | +3.7% | -1.0% |
| 6M | -13.8% | -5.6% | -8.2% | -13.7% |
| YTD | +2.6% | +4.7% | -2.0% | +2.5% |
| 1Y | +24.5% | +6.7% | +17.8% | +24.2% |
| 3Y | +125.8% | +45.8% | +80.1% | +123.2% |
| 5Y | +137.8% | +145.9% | -8.1% | +131.8% |
| 10Y | +221.4% | +418.6% | -197.2% | +206.2% |
| All | +816.6% | +1,547.6% | -731.0% | +704.7% |
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