+39.4%
GM vs HUBB
-4.0%
+43.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.3% |
| 7D | +12.1% | +0.2% | +11.9% | +11.8% |
| 30D | +15.2% | -8.8% | +24.0% | +18.1% |
| 3M | +4.9% | -12.5% | +17.4% | +8.9% |
| 6M | +22.6% | -14.5% | +37.2% | +27.8% |
| YTD | +14.4% | -0.4% | +14.9% | +11.6% |
| 1Y | +39.4% | -3.4% | +42.9% | +38.5% |
| All | +39.4% | -4.0% | +43.4% | +38.5% |
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