+76.7%
GSK vs HUBB
+446.9%
-370.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.3% |
| 7D | -3.5% | -0.1% | -3.5% | -3.5% |
| 30D | -3.4% | -10.0% | +6.5% | -1.7% |
| 3M | -8.1% | -1.6% | -6.5% | -8.4% |
| 6M | -11.1% | -3.1% | -8.0% | -11.3% |
| YTD | +0.7% | +4.6% | -3.8% | -1.2% |
| 1Y | +20.1% | +3.3% | +16.8% | +17.9% |
| 3Y | +46.1% | +46.6% | -0.5% | +29.6% |
| 5Y | +48.2% | +158.7% | -110.4% | +10.9% |
| All | +76.7% | +446.9% | -370.2% | +5.0% |
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