+25.7%
GPN vs HUBB
+446.9%
-421.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.9% |
| 7D | -4.3% | -0.1% | -4.3% | -4.3% |
| 30D | 0.0% | -10.0% | +10.0% | +5.1% |
| 3M | +35.8% | -1.6% | +37.4% | +34.8% |
| 6M | +22.0% | -3.1% | +25.1% | +20.6% |
| YTD | +15.2% | +4.6% | +10.6% | +8.2% |
| 1Y | +3.5% | +3.3% | +0.1% | -2.9% |
| 3Y | -26.9% | +46.6% | -73.5% | -46.3% |
| 5Y | -44.2% | +158.7% | -202.9% | -72.2% |
| All | +25.7% | +446.9% | -421.2% | -60.3% |
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