+170.5%
GM vs HUBS
-58.2%
+228.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.4% | -9.0% | +6.6% | -1.5% |
| 30D | -1.1% | +7.2% | -8.3% | -2.0% |
| 3M | +6.1% | +20.9% | -14.7% | +3.2% |
| 6M | +15.0% | -13.0% | +28.0% | +15.3% |
| YTD | +6.0% | -43.8% | +49.8% | +14.0% |
| 1Y | +47.1% | -54.6% | +101.7% | +64.3% |
| 3Y | +170.5% | -58.5% | +229.0% | +194.6% |
| All | +170.5% | -58.2% | +228.7% | +194.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling