-10.3%
GTLB vs HUBB
+43.6%
-53.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -4.1% | -1.7% | -2.4% | -3.5% |
| 30D | +12.3% | -12.7% | +25.0% | +17.6% |
| 3M | +65.9% | -2.9% | +68.9% | +64.6% |
| 6M | +104.0% | -4.8% | +108.8% | +99.0% |
| YTD | +26.0% | +2.8% | +23.3% | +16.7% |
| 1Y | -3.5% | +3.5% | -7.0% | -11.5% |
| All | -10.3% | +43.6% | -53.9% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling