+486.7%
GS vs HUBB
+402.2%
+84.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.9% |
| 7D | -3.2% | +1.7% | -4.9% | -4.3% |
| 30D | -2.4% | -9.7% | +7.3% | +3.2% |
| 3M | -15.7% | -15.2% | -0.6% | -7.8% |
| 6M | -6.8% | -14.0% | +7.2% | +0.3% |
| YTD | -0.1% | -2.4% | +2.4% | -1.3% |
| 1Y | +12.1% | -5.8% | +17.9% | +12.9% |
| 3Y | +185.8% | +60.4% | +125.4% | +98.7% |
| 5Y | +140.1% | +125.4% | +14.7% | +26.5% |
| All | +486.7% | +402.2% | +84.5% | +58.7% |
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