+851.8%
GLW vs HUBS
+323.9%
+528.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +7.8% | -9.0% | +16.8% | +9.2% |
| 30D | -0.4% | +7.2% | -7.7% | -2.1% |
| 3M | -5.6% | +20.9% | -26.4% | -10.6% |
| 6M | +26.7% | -13.0% | +39.8% | +23.7% |
| YTD | +91.0% | -43.8% | +134.9% | +101.5% |
| 1Y | +122.4% | -54.6% | +177.1% | +144.0% |
| 3Y | +471.0% | -58.5% | +529.5% | +519.3% |
| 5Y | +385.6% | -66.4% | +452.1% | +412.4% |
| All | +851.8% | +323.9% | +528.0% | +354.8% |
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