+4,542.6%
GLW vs HUBB
+152,497.5%
-147,954.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | +0.5% | +3.2% | +3.8% |
| 30D | -1.3% | -10.0% | +8.7% | -1.1% |
| 3M | -21.8% | -4.8% | -17.0% | -21.7% |
| 6M | +6.9% | -5.6% | +12.4% | +7.1% |
| YTD | +77.2% | +4.7% | +72.5% | +77.2% |
| 1Y | +123.2% | +6.7% | +116.6% | +123.2% |
| 3Y | +400.0% | +45.8% | +354.2% | +397.2% |
| 5Y | +342.8% | +145.9% | +196.9% | +336.6% |
| 10Y | +771.4% | +418.6% | +352.8% | +750.9% |
| All | +4,542.6% | +152,497.5% | -147,954.9% | +4,691.2% |
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