+435.3%
GNRC vs HUBB
+446.9%
-11.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.2% | +1.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | -15.7% | -10.0% | -5.8% | -8.8% |
| 3M | -27.3% | -1.6% | -25.7% | -26.1% |
| 6M | -12.1% | -3.1% | -9.0% | -9.6% |
| YTD | +37.1% | +4.6% | +32.5% | +33.3% |
| 1Y | -0.5% | +3.3% | -3.8% | -2.3% |
| 3Y | +61.5% | +46.6% | +14.9% | +18.5% |
| 5Y | -58.6% | +158.7% | -217.2% | -80.0% |
| All | +435.3% | +446.9% | -11.6% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling