+431.6%
HUBB vs GPC
+88.6%
+343.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -9.6% | +1.3% | -10.9% | -10.3% |
| 3M | -6.2% | +37.1% | -43.3% | -21.0% |
| 6M | -6.2% | +23.2% | -29.3% | -17.0% |
| YTD | +3.4% | +13.1% | -9.7% | -5.9% |
| 1Y | +5.3% | +0.9% | +4.5% | +1.8% |
| 3Y | +44.4% | -0.8% | +45.2% | +34.2% |
| 5Y | +152.4% | +31.1% | +121.3% | +95.4% |
| All | +431.6% | +88.6% | +343.0% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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