+438.8%
GS vs HUBS
+273.9%
+164.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +5.9% | +8.3% | -2.4% | +4.3% |
| 30D | +4.3% | -4.0% | +8.3% | +4.7% |
| 3M | -11.7% | -9.7% | -2.0% | -11.0% |
| 6M | -3.2% | +21.4% | -24.5% | -10.1% |
| YTD | +5.8% | -45.9% | +51.7% | +13.3% |
| 1Y | +16.0% | -44.4% | +60.4% | +23.3% |
| 3Y | +199.8% | -49.7% | +249.4% | +218.0% |
| 5Y | +155.5% | -74.2% | +229.7% | +193.3% |
| All | +438.8% | +273.9% | +164.9% | +195.2% |
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