+2,064.0%
GS vs HUBB
+1,972.6%
+91.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | -1.6% | -10.0% | +8.4% | +4.7% |
| 3M | -4.5% | -4.8% | +0.3% | -2.5% |
| 6M | +20.9% | -5.6% | +26.4% | +23.0% |
| YTD | +19.9% | +4.7% | +15.2% | +14.3% |
| 1Y | +41.4% | +6.7% | +34.7% | +32.5% |
| 3Y | +239.2% | +45.8% | +193.4% | +154.2% |
| 5Y | +185.0% | +145.9% | +39.1% | +49.2% |
| 10Y | +655.0% | +418.6% | +236.4% | +142.6% |
| All | +2,064.0% | +1,972.6% | +91.5% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling