-55.4%
GTLB vs HUBB
+167.4%
-222.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.6% |
| 7D | -6.6% | +1.1% | -7.7% | -7.2% |
| 30D | +13.7% | -9.6% | +23.4% | +19.7% |
| 3M | +52.9% | -6.2% | +59.1% | +55.0% |
| 6M | +88.5% | -6.2% | +94.6% | +85.8% |
| YTD | +23.4% | +3.4% | +20.1% | +12.6% |
| 1Y | -3.8% | +5.3% | -9.1% | -14.2% |
| 3Y | -11.5% | +44.4% | -55.9% | -40.4% |
| All | -55.4% | +167.4% | -222.8% | -85.8% |
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