+199.8%
GS vs HUBB
+57.0%
+142.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +5.9% | +1.8% | +4.1% | +5.0% |
| 30D | +4.3% | -7.7% | +12.0% | +8.2% |
| 3M | -11.7% | -13.6% | +1.9% | -5.5% |
| 6M | -3.2% | -9.1% | +6.0% | +0.2% |
| YTD | +5.8% | -0.7% | +6.5% | +3.4% |
| 1Y | +16.0% | +1.1% | +15.0% | +12.3% |
| 3Y | +199.8% | +56.2% | +143.6% | +128.3% |
| All | +199.8% | +57.0% | +142.7% | +128.3% |
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 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