+14.7%
GTLB vs HUBB
+8.5%
+6.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +11.1% | +0.5% | +10.5% | +11.1% |
| 30D | +37.8% | -10.0% | +47.8% | +35.3% |
| 3M | +61.6% | -4.8% | +66.3% | +59.5% |
| 6M | +98.9% | -5.6% | +104.5% | +93.3% |
| YTD | +32.8% | +4.7% | +28.1% | +26.6% |
| 1Y | +14.7% | +6.7% | +8.0% | +9.2% |
| All | +14.7% | +8.5% | +6.2% | +9.2% |
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