+3,273.8%
GLW vs HUBB
+144,902.8%
-141,629.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.3% |
| 7D | -11.1% | -2.6% | -8.6% | -11.0% |
| 30D | -28.4% | -7.7% | -20.8% | -28.3% |
| 3M | -28.8% | -13.0% | -15.8% | -28.6% |
| 6M | -39.8% | -10.6% | -29.2% | -39.6% |
| YTD | +28.7% | -0.6% | +29.3% | +28.9% |
| 1Y | +27.7% | -4.1% | +31.9% | +28.0% |
| 3Y | +331.3% | +57.2% | +274.2% | +328.7% |
| 5Y | +233.4% | +127.2% | +106.3% | +229.4% |
| 10Y | +521.8% | +386.2% | +135.6% | +508.0% |
| All | +3,273.8% | +144,902.8% | -141,629.0% | +3,386.4% |
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