+152,497.6%
HUBB vs GPC
+2,341.8%
+150,155.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +0.5% | +1.2% | -0.7% | 0.0% |
| 30D | -10.0% | +6.0% | -16.0% | -12.6% |
| 3M | -4.8% | +42.6% | -47.4% | -21.0% |
| 6M | -5.6% | +22.8% | -28.3% | -16.1% |
| YTD | +4.7% | +15.5% | -10.8% | -5.3% |
| 1Y | +6.7% | +2.0% | +4.6% | +2.5% |
| 3Y | +45.8% | -1.4% | +47.2% | +36.7% |
| 5Y | +145.9% | +30.6% | +115.3% | +98.2% |
| 10Y | +418.6% | +80.6% | +338.0% | +242.0% |
| All | +152,497.6% | +2,341.8% | +150,155.8% | +46,128.4% |
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