-55.2%
GLXY vs HUBB
-4.0%
-51.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.5% | -14.5% | -14.7% |
| 7D | -26.8% | +0.2% | -27.0% | -26.3% |
| 30D | -38.3% | -8.8% | -29.5% | -32.8% |
| 3M | -36.9% | -12.5% | -24.4% | -29.1% |
| 6M | -52.1% | -14.5% | -37.6% | -45.4% |
| YTD | -37.5% | -0.4% | -37.1% | -45.4% |
| 1Y | -55.2% | -3.4% | -51.7% | -58.0% |
| All | -55.2% | -4.0% | -51.2% | -58.0% |
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