+239.8%
GLD vs HUBS
+629.7%
-389.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.7% |
| 7D | +0.7% | -4.3% | +5.0% | +0.8% |
| 30D | +0.3% | +14.2% | -13.9% | +0.2% |
| 3M | +0.6% | +15.5% | -14.9% | +0.5% |
| 6M | -15.6% | -18.9% | +3.3% | -15.5% |
| YTD | +0.9% | -40.1% | +41.0% | +1.4% |
| 1Y | +19.4% | -51.8% | +71.2% | +20.4% |
| 3Y | +124.5% | -55.2% | +179.7% | +125.9% |
| 5Y | +138.9% | -64.7% | +203.6% | +139.1% |
| 10Y | +213.3% | +327.0% | -113.7% | +214.6% |
| All | +239.8% | +629.7% | -389.9% | +240.9% |
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