+159.4%
HUBB vs GWRE
+15.1%
+144.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.1% | -13.2% | +13.2% | +1.5% |
| 30D | -10.0% | -18.6% | +8.6% | -8.4% |
| 3M | -1.6% | +18.9% | -20.5% | -5.2% |
| 6M | -3.1% | -11.0% | +7.9% | -3.3% |
| YTD | +4.6% | -29.9% | +34.5% | +9.4% |
| 1Y | +3.3% | -44.3% | +47.7% | +13.8% |
| 3Y | +46.6% | +51.7% | -5.1% | +23.4% |
| All | +159.4% | +15.1% | +144.3% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling