+437.9%
HUBB vs GFI
+1,093.3%
-655.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -0.1% | -2.7% | +2.6% | +0.1% |
| 30D | -10.0% | +13.2% | -23.2% | -10.5% |
| 3M | -1.6% | +28.5% | -30.1% | -3.0% |
| 6M | -3.1% | -6.2% | +3.1% | -3.2% |
| YTD | +4.6% | +8.7% | -4.1% | +3.7% |
| 1Y | +3.3% | +24.8% | -21.5% | +1.7% |
| 3Y | +46.6% | +298.0% | -251.4% | +36.3% |
| 5Y | +158.7% | +546.0% | -387.3% | +133.2% |
| All | +437.9% | +1,093.3% | -655.4% | +421.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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