+833.1%
GLW vs HUBB
+437.4%
+395.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +11.7% | -1.7% | +13.4% | +12.9% |
| 30D | +2.7% | -12.7% | +15.3% | +11.8% |
| 3M | -2.8% | -2.9% | +0.1% | +0.6% |
| 6M | +20.2% | -4.8% | +24.9% | +26.1% |
| YTD | +87.3% | +2.8% | +84.5% | +88.6% |
| 1Y | +119.6% | +3.5% | +116.1% | +120.2% |
| 3Y | +453.7% | +43.5% | +410.1% | +338.3% |
| 5Y | +376.1% | +154.2% | +221.9% | +149.7% |
| All | +833.1% | +437.4% | +395.7% | +202.1% |
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