+339.2%
GLW vs HUBB
+57.0%
+282.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.1% |
| 7D | +7.7% | +1.8% | +6.0% | +6.6% |
| 30D | -18.8% | -7.7% | -11.2% | -13.7% |
| 3M | -27.7% | -13.6% | -14.2% | -19.5% |
| 6M | -44.4% | -9.1% | -35.3% | -38.8% |
| YTD | +31.3% | -0.7% | +32.0% | +39.0% |
| 1Y | +40.0% | +1.1% | +39.0% | +47.3% |
| 3Y | +339.2% | +56.2% | +283.1% | +273.5% |
| All | +339.2% | +57.0% | +282.2% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling