+394.5%
GLW vs HUBB
+148.7%
+245.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.7% |
| 7D | +16.9% | +1.1% | +15.8% | +16.2% |
| 30D | +7.0% | -9.6% | +16.6% | +13.3% |
| 3M | -3.0% | -6.2% | +3.2% | +2.1% |
| 6M | +31.0% | -6.2% | +37.1% | +37.8% |
| YTD | +93.4% | +3.4% | +90.1% | +95.8% |
| 1Y | +134.7% | +5.3% | +129.4% | +135.9% |
| 3Y | +471.8% | +44.4% | +427.4% | +389.1% |
| 5Y | +394.5% | +152.4% | +242.1% | +205.8% |
| All | +394.5% | +148.7% | +245.8% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling