+144,634.6%
HUBB vs GPC
+2,081.1%
+142,553.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +1.8% | +0.4% | +1.3% | +1.5% |
| 30D | -7.7% | -6.3% | -1.4% | -5.0% |
| 3M | -13.6% | -8.2% | -5.4% | -10.3% |
| 6M | -9.1% | +27.1% | -36.2% | -20.7% |
| YTD | -0.7% | +3.1% | -3.9% | -5.5% |
| 1Y | +1.1% | +0.1% | +1.0% | -2.4% |
| 3Y | +56.2% | +0.2% | +56.0% | +45.0% |
| 5Y | +126.6% | +4.9% | +121.8% | +103.2% |
| 10Y | +384.6% | +75.2% | +309.4% | +223.5% |
| All | +144,634.6% | +2,081.1% | +142,553.5% | +46,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling