-27.1%
GPN vs HUBB
+46.2%
-73.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -0.3% | -10.0% | +9.7% | +2.4% |
| 3M | +35.4% | -1.6% | +37.0% | +34.5% |
| 6M | +21.7% | -3.1% | +24.7% | +20.5% |
| YTD | +14.9% | +4.6% | +10.3% | +9.9% |
| 1Y | +3.2% | +3.3% | -0.2% | -1.4% |
| 3Y | -27.1% | +46.6% | -73.7% | -40.2% |
| All | -27.1% | +46.2% | -73.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling