+146,787.4%
HUBB vs GPC
+2,088.4%
+144,699.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +1.2% | -2.1% | +3.3% | +2.2% |
| 30D | -6.4% | -4.5% | -1.9% | -4.6% |
| 3M | -14.4% | -7.7% | -6.7% | -11.4% |
| 6M | -9.0% | +24.3% | -33.3% | -19.7% |
| YTD | +0.7% | +3.5% | -2.7% | -4.3% |
| 1Y | -0.3% | +0.7% | -1.0% | -4.0% |
| 3Y | +59.2% | 0.0% | +59.2% | +48.0% |
| 5Y | +130.2% | +5.8% | +124.4% | +105.5% |
| 10Y | +391.8% | +75.8% | +316.0% | +227.8% |
| All | +146,787.4% | +2,088.4% | +144,699.0% | +46,630.8% |
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