+48.2%
GSK vs HUBB
+148.7%
-100.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | -5.4% | -1.7% | -3.7% | -5.3% |
| 30D | -4.6% | -12.7% | +8.1% | -3.4% |
| 3M | -5.1% | -2.9% | -2.2% | -5.2% |
| 6M | -11.4% | -4.8% | -6.6% | -11.4% |
| YTD | +0.7% | +2.8% | -2.1% | -0.3% |
| 1Y | +23.0% | +3.5% | +19.5% | +21.6% |
| 3Y | +48.0% | +43.5% | +4.4% | +37.9% |
| 5Y | +48.2% | +154.2% | -106.0% | +18.3% |
| All | +48.2% | +148.7% | -100.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling