+105.2%
GSK vs HUBB
+381.1%
-275.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +1.1% | +1.8% | -0.6% | +0.8% |
| 30D | +6.3% | -7.7% | +14.0% | +7.6% |
| 3M | +1.8% | -13.6% | +15.4% | +4.1% |
| 6M | +1.7% | -9.1% | +10.8% | +2.5% |
| YTD | +6.5% | -0.7% | +7.3% | +5.1% |
| 1Y | +9.5% | +1.1% | +8.4% | +7.6% |
| 3Y | +65.3% | +56.2% | +9.1% | +43.6% |
| 5Y | +43.7% | +126.6% | -82.9% | +10.8% |
| All | +105.2% | +381.1% | -275.9% | +25.4% |
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 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