+152,391.5%
HUBB vs GFI
+650.5%
+151,741.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.8% |
| 7D | -0.1% | -4.9% | +4.8% | 0.0% |
| 30D | -10.0% | +10.7% | -20.7% | -10.0% |
| 3M | -1.6% | +25.6% | -27.2% | -1.8% |
| 6M | -3.1% | -8.3% | +5.2% | -3.1% |
| YTD | +4.6% | +6.3% | -1.7% | +4.5% |
| 1Y | +3.3% | +22.1% | -18.7% | +3.2% |
| 3Y | +46.6% | +289.2% | -242.6% | +45.9% |
| 5Y | +158.7% | +531.7% | -373.0% | +157.5% |
| 10Y | +443.5% | +1,043.8% | -600.3% | +448.5% |
| All | +152,391.5% | +650.5% | +151,741.0% | +156,988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling