+2,047.2%
GNRC vs HUBB
+1,360.5%
+686.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | -0.7% | -1.7% | +0.9% | +0.5% |
| 30D | -15.8% | -12.7% | -3.2% | -6.8% |
| 3M | -24.0% | -2.9% | -21.1% | -22.0% |
| 6M | -13.8% | -4.8% | -9.0% | -10.2% |
| YTD | +33.2% | +2.8% | +30.4% | +31.0% |
| 1Y | -1.8% | +3.5% | -5.3% | -3.8% |
| 3Y | +57.7% | +43.5% | +14.2% | +17.1% |
| 5Y | -59.7% | +154.2% | -213.9% | -80.4% |
| 10Y | +430.7% | +434.0% | -3.3% | +42.2% |
| All | +2,047.2% | +1,360.5% | +686.7% | +167.8% |
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