+75.8%
GM vs HUBB
+157.3%
-81.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.4% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -1.1% | -10.0% | +8.8% | +3.6% |
| 3M | +6.1% | -1.6% | +7.7% | +5.9% |
| 6M | +15.0% | -3.1% | +18.1% | +15.1% |
| YTD | +6.0% | +4.6% | +1.4% | +1.8% |
| 1Y | +47.1% | +3.3% | +43.7% | +41.5% |
| 3Y | +170.5% | +46.6% | +123.9% | +107.4% |
| All | +75.8% | +157.3% | -81.6% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling