+159.7%
GILD vs HUBS
+323.9%
-164.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -4.8% | -9.0% | +4.2% | -4.2% |
| 30D | +5.8% | +7.2% | -1.5% | +5.1% |
| 3M | +14.9% | +20.9% | -5.9% | +12.9% |
| 6M | -0.4% | -13.0% | +12.7% | -0.5% |
| YTD | +18.5% | -43.8% | +62.4% | +22.1% |
| 1Y | +25.1% | -54.6% | +79.8% | +30.8% |
| 3Y | +105.9% | -58.5% | +164.4% | +113.9% |
| 5Y | +143.0% | -66.4% | +209.4% | +149.4% |
| All | +159.7% | +323.9% | -164.1% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling