+755.6%
GOOGL vs HUBS
+323.9%
+431.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | 0.0% | -9.0% | +9.0% | +2.3% |
| 30D | -1.4% | +7.2% | -8.6% | -3.7% |
| 3M | -5.3% | +20.9% | -26.2% | -11.6% |
| 6M | +9.8% | -13.0% | +22.8% | +8.5% |
| YTD | +8.4% | -43.8% | +52.2% | +18.8% |
| 1Y | +41.2% | -54.6% | +95.8% | +62.5% |
| 3Y | +149.6% | -58.5% | +208.0% | +182.9% |
| 5Y | +142.6% | -66.4% | +209.0% | +167.7% |
| All | +755.6% | +323.9% | +431.7% | +308.3% |
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