+642.6%
GS vs HUBB
+430.1%
+212.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +3.4% | +4.8% | -1.4% | +0.5% |
| 30D | +0.2% | -9.3% | +9.5% | +6.0% |
| 3M | -0.3% | -3.9% | +3.6% | +1.1% |
| 6M | +27.4% | -0.8% | +28.2% | +25.6% |
| YTD | +19.6% | +5.6% | +14.1% | +13.3% |
| 1Y | +42.5% | +7.7% | +34.7% | +32.4% |
| 3Y | +240.4% | +47.5% | +193.0% | +150.9% |
| 5Y | +188.9% | +153.7% | +35.2% | +41.7% |
| 10Y | +642.6% | +433.0% | +209.5% | +103.6% |
| All | +642.6% | +430.1% | +212.5% | +103.6% |
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