+639.9%
GS vs HUBS
+323.9%
+316.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.9% | -9.0% | +8.1% | +0.8% |
| 30D | -0.3% | +7.2% | -7.5% | -2.1% |
| 3M | -0.1% | +20.9% | -21.0% | -5.7% |
| 6M | +26.1% | -13.0% | +39.1% | +24.6% |
| YTD | +18.8% | -43.8% | +62.6% | +27.4% |
| 1Y | +33.7% | -54.6% | +88.4% | +49.2% |
| 3Y | +238.9% | -58.5% | +297.4% | +277.2% |
| 5Y | +187.9% | -66.4% | +254.3% | +211.3% |
| All | +639.9% | +323.9% | +316.0% | +288.4% |
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