+561.8%
GWW vs HUBB
+446.9%
+114.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.2% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -1.9% | -10.0% | +8.1% | +3.0% |
| 3M | -2.4% | -1.6% | -0.8% | -2.7% |
| 6M | +15.7% | -3.1% | +18.8% | +15.3% |
| YTD | +27.6% | +4.6% | +23.0% | +21.6% |
| 1Y | +27.2% | +3.3% | +23.8% | +21.3% |
| 3Y | +89.7% | +46.6% | +43.1% | +44.5% |
| 5Y | +223.9% | +158.7% | +65.2% | +74.5% |
| All | +561.8% | +446.9% | +114.9% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling