+1,641.8%
GSK vs HUBB
+149,745.1%
-148,103.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | -5.4% | -1.7% | -3.7% | -5.4% |
| 30D | -4.6% | -12.7% | +8.1% | -4.5% |
| 3M | -5.1% | -2.9% | -2.2% | -5.1% |
| 6M | -11.4% | -4.8% | -6.6% | -11.4% |
| YTD | +0.7% | +2.8% | -2.1% | +0.7% |
| 1Y | +23.0% | +3.5% | +19.5% | +23.0% |
| 3Y | +48.0% | +43.5% | +4.4% | +47.5% |
| 5Y | +48.2% | +154.2% | -106.0% | +47.2% |
| 10Y | +80.0% | +434.0% | -354.0% | +77.9% |
| All | +1,641.8% | +149,745.1% | -148,103.3% | +1,753.4% |
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