+15.5%
GLXY vs HUBB
+21.1%
-5.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.8% |
| 7D | +13.4% | +0.5% | +12.9% | +13.0% |
| 30D | +38.1% | -10.0% | +48.1% | +52.5% |
| 3M | -7.3% | -4.8% | -2.6% | -4.2% |
| 6M | +8.2% | -5.6% | +13.7% | +8.1% |
| YTD | +17.8% | +4.7% | +13.1% | +3.1% |
| 1Y | +14.9% | +6.7% | +8.3% | -0.4% |
| All | +15.5% | +21.1% | -5.6% | -15.1% |
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