+215.0%
GLD vs HUBS
+323.9%
-108.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -2.0% | -9.0% | +7.0% | -1.9% |
| 30D | -1.5% | +7.2% | -8.8% | -1.6% |
| 3M | +3.2% | +20.9% | -17.6% | +2.9% |
| 6M | -16.3% | -13.0% | -3.2% | -16.3% |
| YTD | +0.6% | -43.8% | +44.5% | +1.5% |
| 1Y | +19.1% | -54.6% | +73.8% | +20.6% |
| 3Y | +123.5% | -58.5% | +182.0% | +125.7% |
| 5Y | +138.5% | -66.4% | +204.9% | +139.2% |
| All | +215.0% | +323.9% | -108.9% | +203.3% |
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 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