+3.3%
HUBB vs GFI
+26.4%
-23.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.9% |
| 7D | -0.1% | -4.9% | +4.8% | +0.6% |
| 30D | -10.0% | +10.7% | -20.7% | -11.2% |
| 3M | -1.6% | +25.6% | -27.2% | -5.0% |
| 6M | -3.1% | -8.3% | +5.2% | -3.0% |
| YTD | +4.6% | +6.3% | -1.7% | +2.1% |
| 1Y | +3.3% | +22.1% | -18.7% | -2.5% |
| All | +3.3% | +26.4% | -23.1% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling