+12.6%
GTLB vs HUBB
-4.0%
+16.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.4% |
| 7D | -9.7% | +0.2% | -9.9% | -9.6% |
| 30D | +1.7% | -8.8% | +10.5% | -0.1% |
| 3M | +43.6% | -12.5% | +56.0% | +39.6% |
| 6M | +113.0% | -14.5% | +127.5% | +106.6% |
| YTD | +39.5% | -0.4% | +40.0% | +31.5% |
| 1Y | +12.6% | -3.4% | +16.1% | +6.4% |
| All | +12.6% | -4.0% | +16.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling