+632.4%
GEV vs HUBS
-64.6%
+697.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.6% |
| 7D | +1.6% | -9.0% | +10.6% | +2.2% |
| 30D | -7.9% | +7.2% | -15.2% | -8.6% |
| 3M | +5.6% | +20.9% | -15.2% | +2.5% |
| 6M | +13.1% | -13.0% | +26.1% | +14.0% |
| YTD | +46.7% | -43.8% | +90.6% | +67.8% |
| 1Y | +51.3% | -54.6% | +105.9% | +85.6% |
| All | +632.4% | -64.6% | +697.0% | +851.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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