+35.4%
GLW vs HUBB
-2.3%
+37.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.8% |
| 7D | +15.5% | +4.6% | +11.0% | +9.6% |
| 30D | -19.6% | -8.4% | -11.2% | -9.9% |
| 3M | -28.5% | -14.3% | -14.2% | -12.8% |
| 6M | -39.5% | -9.3% | -30.2% | -29.1% |
| YTD | +37.2% | -0.5% | +37.7% | +40.9% |
| 1Y | +35.4% | -2.1% | +37.6% | +43.0% |
| All | +35.4% | -2.3% | +37.8% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling